The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ALLEGION PLC ORD SHS G0176J109 338 3,964 SH   SOLE   3,964 0 0
ALLERGAN PLC SHS G0177J108 2,336 13,879 SH   SOLE   13,879 0 0
AMBARELLA INC SHS G037AX101 1,354 27,648 SH   DFND 1 27,648 0 0
AMBARELLA INC SHS G037AX101 3,378 68,950 SH   SOLE   68,950 0 0
AON PLC SHS CL A G0408V102 1,718 12,245 SH   SOLE   12,245 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 8,099 141,102 SH   DFND 1 141,102 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 12,244 213,317 SH   SOLE   213,317 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 604 13,470 SH   SOLE   13,470 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 1,062 39,987 SH   SOLE   39,987 0 0
ASSURED GUARANTY LTD COM G0585R106 55,567 1,534,989 SH   DFND 1 1,534,989 0 0
ASSURED GUARANTY LTD COM G0585R106 69,951 1,932,341 SH   SOLE   1,932,341 0 0
ACCENTURE PLC SHS CLASS A G1151C101 4,016 26,160 SH   SOLE   26,160 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,416 9,227 SH   DFND 3 9,227 0 0
BELMOND LTD CL A G1154H107 607 54,464 SH   SOLE   54,464 0 0
BRIGHTSPHERE INVESTMENT GROUP SHS G1644T109 11,902 755,207 SH   SOLE   755,207 0 0
BRIGHTSPHERE INVESTMENT GROUP SHS G1644T109 3,218 204,162 SH   DFND 1 204,162 0 0
BUNGE LTD COM G16962105 1,344 18,172 SH   DFND 1 18,172 0 0
BUNGE LTD COM G16962105 1,651 22,328 SH   SOLE   22,328 0 0
CARDTRONICS PLC SHS CL A G1991C105 689 30,878 SH   SOLE   30,878 0 0
CONSOLIDATED WATER CO LTD ORD G23773107 189 13,001 SH   DFND 1 13,001 0 0
CONSOLIDATED WATER CO LTD ORD G23773107 637 43,811 SH   SOLE   43,811 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 963 20,203 SH   SOLE   20,203 0 0
EATON CORP SHS G29183103 1,469 18,387 SH   SOLE   18,387 0 0
EATON CORP PLC SHS G29183103 1,899 23,759 SH   DFND 3 23,759 0 0
ENDO INTERNATIONAL PLC SHS G30401106 273 46,042 SH   SOLE   46,042 0 0
ENSCO PLC SHS CLASS A G3157S106 430 97,960 SH   SOLE   97,960 0 0
ESSENT GROUP LTD COM G3198U102 3,842 90,263 SH   SOLE   90,263 0 0
ESSENT GROUP LTD COM G3198U102 1,540 36,173 SH   DFND 1 36,173 0 0
EVEREST RE GROUP LTD COM G3223R108 440 1,713 SH   SOLE   1,713 0 0
FABRINET SHS G3323L100 761 24,261 SH   SOLE   24,261 0 0
HELEN OF TROY LTD COM G4388N106 548 6,302 SH   SOLE   6,302 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,349 40,755 SH   SOLE   40,755 0 0
IHS MARKIT LTD SHS G47567105 731 15,160 SH   SOLE   15,160 0 0
INGERSOLL-RAND PLC SHS G47791101 29,549 345,557 SH   SOLE   345,557 0 0
INGERSOLL-RAND PLC SHS G47791101 11,502 134,510 SH   DFND 1 134,510 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 17,867 7,802,373 SH   SOLE   7,802,373 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 13,396 5,849,664 SH   DFND 1 5,849,664 0 0
INVESCO LTD SHS G491BT108 2,282 71,296 SH   DFND 1 71,296 0 0
INVESCO LTD SHS G491BT108 8,932 279,052 SH   SOLE   279,052 0 0
JAMES RIVER GROUP HOLDINGS LTD COM G5005R107 569 16,031 SH   SOLE   16,031 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 746 4,940 SH   DFND 1 4,940 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,174 14,400 SH   SOLE   14,400 0 0
JOHNSON CONTROLS INTERNATIONAL SHS G51502105 1,361 38,621 SH   SOLE   38,621 0 0
LIVANOVA PLC SHS G5509L101 873 9,860 SH   SOLE   9,860 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 289 44,499 SH   SOLE   44,499 0 0
MALLINCKRODT PLC SHS G5785G107 292 20,179 SH   SOLE   20,179 0 0
MEDTRONIC PLC SHS G5960L103 111,677 1,392,137 SH   SOLE   1,392,137 0 0
MEDTRONIC PLC SHS G5960L103 36,647 456,833 SH   DFND 1 456,833 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 394 6,346 SH   SOLE   6,346 0 0
APTIV PLC SHS G6095L109 7,278 85,652 SH   DFND 1 85,652 0 0
APTIV PLC SHS G6095L109 19,503 229,528 SH   SOLE   229,528 0 0
NABORS INDUSTRIES LTD SHS G6359F103 504 72,104 SH   SOLE   72,104 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 444 13,972 SH   SOLE   13,972 0 0
NOBLE CORP PLC SHS USD G65431101 588 158,596 SH   SOLE   158,596 0 0
NORWEGIAN CRUISE LINE HOLDINGS SHS G66721104 14,397 271,801 SH   SOLE   271,801 0 0
NORWEGIAN CRUISE LINE HOLDINGS SHS G66721104 4,785 90,340 SH   DFND 1 90,340 0 0
PROTHENA CORP PLC SHS G72800108 2,659 72,438 SH   SOLE   72,438 0 0
PROTHENA CORP PLC SHS G72800108 908 24,723 SH   DFND 1 24,723 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,258 9,080 SH   SOLE   9,080 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 630 54,596 SH   DFND 1 54,596 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,866 161,712 SH   SOLE   161,712 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 6,354 108,578 SH   DFND 1 108,578 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 2,937 50,189 SH   SOLE   50,189 0 0
PENTAIR PLC SHS G7S00T104 470 6,892 SH   SOLE   6,892 0 0
SIGNET JEWELERS LTD SHS G81276100 2,437 63,270 SH   SOLE   63,270 0 0
SIGNET JEWELERS LTD SHS G81276100 654 16,970 SH   DFND 1 16,970 0 0
STERIS PLC SHS USD G84720104 1,801 19,289 SH   SOLE   19,289 0 0
TECHNIPFMC PLC COM G87110105 3,052 103,624 SH   SOLE   103,624 0 0
TECHNIPFMC PLC COM G87110105 771 26,180 SH   DFND 1 26,180 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 781 55,999 SH   SOLE   55,999 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 366 22,411 SH   DFND 1 22,411 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 2,611 159,815 SH   SOLE   159,815 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 839 5,510 SH   SOLE   5,510 0 0
PERRIGO CO PLC SHS G97822103 2,438 29,249 SH   DFND 1 29,249 0 0
PERRIGO CO PLC SHS G97822103 7,532 90,375 SH   SOLE   90,375 0 0
XL GROUP LTD COM G98294104 590 10,684 SH   SOLE   10,684 0 0
CHUBB LTD COM H1467J104 22,872 167,229 SH   DFND 1 167,229 0 0
CHUBB LTD COM H1467J104 37,903 277,132 SH   SOLE   277,132 0 0
GARMIN LTD SHS H2906T109 273 4,631 SH   SOLE   4,631 0 0
TE CONNECTIVITY LTD REG SHS H84989104 9,674 96,839 SH   DFND 1 96,839 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,655 56,610 SH   SOLE   56,610 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,009 101,943 SH   SOLE   101,943 0 0
TRINSEO SA SHS L9340P101 1,074 14,504 SH   DFND 1 14,504 0 0
TRINSEO SA SHS L9340P101 3,502 47,288 SH   SOLE   47,288 0 0
CORE LABORATORIES N.V. COM N22717107 1,083 10,008 SH   SOLE   10,008 0 0
INTERXION HOLDING NV SHS N47279109 916 14,750 SH   SOLE   14,750 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 1,427 13,499 SH   SOLE   13,499 0 0
MYLAN NV SHS EURO N59465109 2,789 67,742 SH   DFND 1 67,742 0 0
MYLAN NV SHS EURO N59465109 9,006 218,759 SH   SOLE   218,759 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 691 11,757 SH   SOLE   11,757 0 0
WRIGHT MEDICAL GROUP INC ORD SHS 0.03 PAR N96617118 1,638 82,570 SH   DFND 1 82,570 0 0
WRIGHT MEDICAL GROUP INC ORD SHS 0.03 PAR N96617118 4,754 239,630 SH   SOLE   239,630 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 841 7,147 SH   SOLE   7,147 0 0
BROADCOM LTD SHS Y09827109 4,682 19,867 SH   SOLE   19,867 0 0
COSTAMARE INC SHS Y1771G102 565 90,513 SH   DFND 1 90,513 0 0
COSTAMARE INC SHS Y1771G102 1,902 304,753 SH   SOLE   304,753 0 0
TEEKAY TANKERS LTD CL A Y8565N102 253 212,491 SH   SOLE   212,491 0 0
TEEKAY TANKERS LTD CL A Y8565N102 75 63,142 SH   DFND 1 63,142 0 0
AAON INC COM PAR $0.004 000360206 1,019 26,118 SH   SOLE   26,118 0 0
AAR CORP COM 000361105 959 21,746 SH   SOLE   21,746 0 0
ACCO BRANDS CORP COM 00081T108 669 53,312 SH   DFND 1 53,312 0 0
ACCO BRANDS CORP COM 00081T108 2,309 184,003 SH   SOLE   184,003 0 0
ABM INDUSTRIES INC COM 000957100 1,454 43,429 SH   SOLE   43,429 0 0
AFLAC INC COM 001055102 2,399 54,830 SH   DFND 1 54,830 0 0
AFLAC INC COM 001055102 28,352 647,909 SH   SOLE   647,909 0 0
AFLAC INC COM 001055102 764 17,460 SH   DFND 3 17,460 0 0
AGCO CORP COM 001084102 35,403 545,915 SH   DFND 1 545,915 0 0
AGCO CORP COM 001084102 44,800 690,830 SH   SOLE   690,830 0 0
AGNC INVESTMENT CORP COM 00123Q104 445 23,495 SH   SOLE   23,495 0 0
AES CORP COM 00130H105 880 77,364 SH   DFND 1 77,364 0 0
AES CORP COM 00130H105 3,179 279,626 SH   SOLE   279,626 0 0
AK STEEL HOLDING CORP COM 001547108 930 205,288 SH   SOLE   205,288 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 462 22,942 SH   SOLE   22,942 0 0
AMC NETWORKS INC CL A 00164V103 588 11,366 SH   SOLE   11,366 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,820 32,072 SH   SOLE   32,072 0 0
ANI PHARMACEUTICALS INC COM 00182C103 338 5,797 SH   SOLE   5,797 0 0
AT&T INC COM 00206R102 9,135 256,245 SH   SOLE   256,245 0 0
AT&T INC COM 00206R102 1,493 41,877 SH   DFND 3 39,064 0 2,814
ATN INTERNATIONAL INC COM 00215F107 421 7,058 SH   SOLE   7,058 0 0
AZZ INC COM 002474104 14,203 325,016 SH   DFND 1 325,016 0 0
AZZ INC COM 002474104 24,423 558,885 SH   SOLE   558,885 0 0
AARONS INC COM PAR $0.50 002535300 663 14,218 SH   SOLE   14,218 0 0
ABAXIS INC COM 002567105 1,080 15,287 SH   SOLE   15,287 0 0
ABBOTT LABORATORIES COM 002824100 13,296 221,903 SH   SOLE   221,903 0 0
ABBOTT LABS COM 002824100 646 10,777 SH   DFND 3 10,777 0 0
ABBVIE INC COM 00287Y109 6,297 66,527 SH   SOLE   66,527 0 0
ABBVIE INC COM 00287Y109 1,044 11,038 SH   DFND 3 11,038 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,109 45,790 SH   SOLE   45,790 0 0
ABERDEEN ASSET MANAGEMENT PLC COM 003009107 1,259 265,639 SH   DFND 1 265,639 0 0
ABERDEEN ASSET MANAGEMENT PLC COM 003009107 602 126,978 SH   SOLE   126,978 0 0
ABIOMED INC COM 003654100 10,488 36,042 SH   SOLE   36,042 0 0
ABIOMED INC COM 003654100 3,116 10,710 SH   DFND 1 10,710 0 0
ABIOMED INC COM 003654100 582 2,000 SH   DFND 3 2,000 0 0
ABRAXAS PETROLEUM CORP COM 003830106 333 149,795 SH   DFND 1 149,795 0 0
ABRAXAS PETROLEUM CORP COM 003830106 1,106 498,383 SH   SOLE   498,383 0 0
ACADIA HEALTHCARE COM 00404A109 1,449 36,986 SH   DFND 1 36,986 0 0
ACADIA HEALTHCARE COM 00404A109 2,959 75,512 SH   SOLE   75,512 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 2,883 117,178 SH   SOLE   117,178 0 0
ACETO CORP COM 004446100 148 19,463 SH   SOLE   19,463 0 0
ACI WORLDWIDE INC COM 004498101 640 26,990 SH   SOLE   26,990 0 0
ACORDA THERAPEUTICS INC COM 00484M106 969 40,982 SH   SOLE   40,982 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,129 31,554 SH   SOLE   31,554 0 0
ACTUANT CORP CL A NEW 00508X203 940 40,417 SH   SOLE   40,417 0 0
ACUITY BRANDS INC COM 00508Y102 245 1,759 SH   SOLE   1,759 0 0
ACXIOM CORP COM 005125109 406 17,887 SH   SOLE   17,887 0 0
ADOBE SYSTEMS INC COM 00724F101 4,445 20,572 SH   SOLE   20,572 0 0
ADOBE SYS INC COM 00724F101 592 2,742 SH   DFND 3 2,742 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 657 13,815 SH   SOLE   13,815 0 0
ADTRAN INC COM 00738A106 479 30,811 SH   SOLE   30,811 0 0
ADVANCE AUTO PARTS COM 00751Y106 366 3,084 SH   SOLE   3,084 0 0
AECOM COM 00766T100 1,086 30,471 SH   DFND 1 30,471 0 0
AECOM COM 00766T100 4,852 136,170 SH   SOLE   136,170 0 0
AEGION CORP COM 00770F104 665 29,010 SH   DFND 1 29,010 0 0
AEGION CORP COM 00770F104 2,722 118,824 SH   SOLE   118,824 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,680 30,960 SH   DFND 1 30,960 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 4,196 77,351 SH   SOLE   77,351 0 0
ADVANSIX INC COM 00773T101 683 19,645 SH   SOLE   19,645 0 0
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 1,697 60,661 SH   DFND 1 60,661 0 0
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 5,615 200,745 SH   SOLE   200,745 0 0
ADVANCED MICRO DEVICES INC COM 007903107 944 93,930 SH   DFND 1 93,930 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,081 306,525 SH   SOLE   306,525 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 14,633 10,000,000 SH   SOLE   10,000,000 0 0
ADVANCED DISPOSAL SRVCES COM 00790X101 924 41,485 SH   DFND 1 41,485 0 0
ADVANCED DISPOSAL SRVCES COM 00790X101 3,036 136,286 SH   SOLE   136,286 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 1,705 26,680 SH   SOLE   26,680 0 0
AEROVIRONMENT INC COM 008073108 620 13,626 SH   SOLE   13,626 0 0
AETNA INC COM 00817Y108 14,103 83,451 SH   DFND 1 83,451 0 0
AETNA INC COM 00817Y108 26,007 153,886 SH   SOLE   153,886 0 0
AETNA INC NEW COM 00817Y108 210 1,245 SH   DFND 3 735 0 510
AFFILIATED MANAGERS GROUP COM 008252108 4,237 22,348 SH   DFND 1 22,348 0 0
AFFILIATED MANAGERS GROUP COM 008252108 11,395 60,109 SH   SOLE   60,109 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,555 97,980 SH   DFND 1 97,980 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 20,478 306,098 SH   SOLE   306,098 0 0
AGREE REALTY CORP COM 008492100 2,242 46,669 SH   SOLE   46,669 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 1,447 9,096 SH   SOLE   9,096 0 0
AKAMAI TECHNOLOGIES COM 00971T101 59,248 834,719 SH   DFND 1 834,719 0 0
AKAMAI TECHNOLOGIES COM 00971T101 80,817 1,138,594 SH   SOLE   1,138,594 0 0
AKORN INC COM 009728106 398 21,274 SH   SOLE   21,274 0 0
ALAMO GROUP INC COM 011311107 672 6,115 SH   SOLE   6,115 0 0
ALARM.COM HOLDINGS INC COM 011642105 609 16,149 SH   SOLE   16,149 0 0
ALASKA AIR GROUP INC COM 011659109 318 5,135 SH   SOLE   5,135 0 0
ALBANY INTL CORP CL A 012348108 1,222 19,488 SH   SOLE   19,488 0 0
ALBEMARLE CORP COM 012653101 428 4,611 SH   SOLE   4,611 0 0
ALCOA CORP COM 013872106 9,810 218,200 SH   DFND 1 218,200 0 0
ALCOA CORP COM 013872106 15,607 347,130 SH   SOLE   347,130 0 0
ALEXANDER & BALDWIN INVESTMENT COM 014491104 938 40,553 SH   SOLE   40,553 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 2,285 18,300 SH   DFND 1 18,300 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 11,900 95,283 SH   SOLE   95,283 0 0
ALEXANDRIA REAL ESTATE EQUITY PFD CONV SER D 015271505 5,961 167,721 SH   SOLE   167,721 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 32,861 294,822 SH   DFND 1 294,822 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 70,777 635,000 SH   SOLE   635,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 756 3,011 SH   SOLE   3,011 0 0
ALLEGHANY CORP COM 017175100 2,220 3,613 SH   SOLE   3,613 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 680 28,709 SH   SOLE   28,709 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,452 8,416 SH   SOLE   8,416 0 0
ALLETE INC COM NEW 018522300 834 11,540 SH   SOLE   11,540 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 68,028 319,588 SH   DFND 1 319,588 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 104,841 492,537 SH   SOLE   492,537 0 0
ALLIANCEBERNSTEIN LP COM 01879R106 300 25,250 SH   SOLE   25,250 0 0
ALLIANT ENERGY CORP COM 018802108 394 9,649 SH   SOLE   9,649 0 0
ALLIANZ GLOBAL INVESTORS US LL COM 01883A107 767 60,375 SH   DFND 1 60,375 0 0
ALLIANZ GLOBAL INVESTORS US LL COM 01883A107 425 33,450 SH   SOLE   33,450 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 505 40,901 SH   SOLE   40,901 0 0
ALLSTATE CORP COM 020002101 18,602 196,219 SH   SOLE   196,219 0 0
ALLSTATE CORP COM 020002101 490 5,168 SH   DFND 3 5,168 0 0
ALLY FINANCIAL INC COM 02005N100 31,817 1,171,900 SH   DFND 1 1,171,900 0 0
ALLY FINANCIAL INC COM 02005N100 37,817 1,392,900 SH   SOLE   1,392,900 0 0
ALPHABET INC CAP STK CL C 02079K107 89,828 87,060 SH   DFND 1 87,060 0 0
ALPHABET INC CAP STK CL C 02079K107 191,716 185,809 SH   SOLE   185,809 0 0
ALPHABET INC CAP STK CL C 02079K107 247 239 SH   DFND 3 239 0 0
ALPHABET INC CAP STK CL A 02079K305 100,513 96,914 SH   DFND 1 96,914 0 0
ALPHABET INC CAP STK CL A 02079K305 216,159 208,418 SH   SOLE   208,418 0 0
ALTABA INC COM 021346101 844 11,400 SH   DFND 1 11,400 0 0
ALTABA INC COM 021346101 748 10,100 SH   SOLE   10,100 0 0
ALTRIA GROUP INC COM 02209S103 2,555 40,999 SH   DFND 1 40,999 0 0
ALTRIA GROUP INC COM 02209S103 26,550 426,020 SH   SOLE   426,020 0 0
ALTRIA GROUP INC COM 02209S103 358 5,746 SH   DFND 3 5,746 0 0
AMAZON.COM INC COM 023135106 233,265 161,168 SH   DFND 1 161,168 0 0
AMAZON.COM INC COM 023135106 510,292 352,572 SH   SOLE   352,572 0 0
AMAZON COM INC COM 023135106 675 466 SH   DFND 3 466 0 0
AMEDISYS INC COM 023436108 1,159 19,210 SH   SOLE   19,210 0 0
AMEREN CORP COM 023608102 573 10,126 SH   SOLE   10,126 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 923 17,772 SH   SOLE   17,772 0 0
AMERICAN ASSETS TRUST INC COM 024013104 1,834 54,891 SH   SOLE   54,891 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 22,543 1,481,140 SH   DFND 1 1,481,140 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 28,251 1,856,149 SH   SOLE   1,856,149 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 295 7,650 SH   DFND 1 7,650 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 4,000 103,561 SH   SOLE   103,561 0 0
AMERICAN ELEC POWER CO COM 025537101 1,593 23,228 SH   SOLE   23,228 0 0
AMERICAN ELEC PWR INC COM 025537101 278 4,046 SH   DFND 3 4,046 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 754 37,850 SH   SOLE   37,850 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 1,776 60,499 SH   SOLE   60,499 0 0
AMERICAN EXPRESS CO COM 025816109 1,113 11,932 SH   DFND 1 11,932 0 0
AMERICAN EXPRESS CO COM 025816109 14,489 155,326 SH   SOLE   155,326 0 0
AMERICAN FINANCIAL GROUP COM 025932104 4,142 36,909 SH   DFND 1 36,909 0 0
AMERICAN FINANCIAL GROUP COM 025932104 21,246 189,328 SH   SOLE   189,328 0 0
AMERICAN HOMES 4 RENT-A CL A 02665T306 1,896 94,400 SH   SOLE   94,400 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 7,954 146,160 SH   DFND 1 146,160 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 21,788 400,367 SH   SOLE   400,367 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 454 10,566 SH   SOLE   10,566 0 0
VEREIT INC NOTE 3.000% 8/0 02917TAA2 3,500 3,500,000 SH   SOLE   3,500,000 0 0
VEREIT INC NOTE 3.750%12/1 02917TAB0 7,869 7,800,000 SH   SOLE   7,800,000 0 0
AMERICAN SOFTWARE INC/GA CL A 029683109 336 25,847 SH   SOLE   25,847 0 0
AMERICAN STATES WATER CO COM 029899101 1,311 24,715 SH   SOLE   24,715 0 0
AMERICAN TOWER CORP COM 03027X100 29,263 201,344 SH   SOLE   201,344 0 0
AMERICAN TOWER CORP COM 03027X100 3,612 24,850 SH   DFND 1 24,850 0 0
AMERICAN VANGUARD CORP COM 030371108 342 16,924 SH   SOLE   16,924 0 0
AMERICAN WATER WORKS CO INC COM 030420103 611 7,444 SH   SOLE   7,444 0 0
AMERICAN WOODMARK CORP COM 030506109 917 9,310 SH   SOLE   9,310 0 0
AMERISAFE INC COM 03071H100 686 12,411 SH   SOLE   12,411 0 0
AMERISOURCEBERGEN CORP COM 03073E105 581 6,735 SH   SOLE   6,735 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 913 6,173 SH   SOLE   6,173 0 0
AMERIS BANCORP COM 03076K108 5,746 108,618 SH   SOLE   108,618 0 0
AMERIS BANCORP COM 03076K108 1,747 33,024 SH   DFND 1 33,024 0 0
AMETEK INC COM 031100100 28,142 370,431 SH   SOLE   370,431 0 0
AMETEK INC COM 031100100 4,680 61,597 SH   DFND 1 61,597 0 0
AMGEN INC COM 031162100 5,340 31,326 SH   DFND 1 31,326 0 0
AMGEN INC COM 031162100 30,211 177,213 SH   SOLE   177,213 0 0
AMPHENOL CORP CL A 032095101 5,751 66,768 SH   DFND 1 66,768 0 0
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ARCBEST CORP COM 03937C105 815 25,415 SH   DFND 1 25,415 0 0
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ARCHER-DANIELS-MIDLAND CO COM 039483102 1,012 23,339 SH   SOLE   23,339 0 0
ARCHROCK INC COM 03957W106 3,650 417,142 SH   SOLE   417,142 0 0
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ASSURANT INC COM 04621X108 205 2,245 SH   SOLE   2,245 0 0
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AVNET INC COM 053807103 1,139 27,286 SH   SOLE   27,286 0 0
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AXCELIS TECHNOLOGIES INC COM NEW 054540208 500 20,343 SH   SOLE   20,343 0 0
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BP PLC SPONSORED ADR 055622104 878 21,658 SH   DFND 3 19,930 0 1,728
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BWX TECHNOLOGIES INC COM 05605H100 6,483 102,050 SH   DFND 1 102,050 0 0
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BARNES & NOBLE EDUCATION INC COM 06777U101 168 24,348 SH   SOLE   24,348 0 0
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BAXTER INTERNATIONAL COM 071813109 1,361 20,920 SH   SOLE   20,920 0 0
BECTON DICKINSON AND CO COM 075887109 2,396 11,058 SH   SOLE   11,058 0 0
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BEMIS CO COM 081437105 895 20,562 SH   SOLE   20,562 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 3,813 127,725 SH   DFND 1 127,725 0 0
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WR BERKLEY CORP COM 084423102 1,658 22,811 SH   SOLE   22,811 0 0
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BERKSHIRE HILLS BANCORP INC COM 084680107 1,170 30,843 SH   DFND 1 30,843 0 0
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H&R BLOCK INC COM 093671105 222 8,724 SH   SOLE   8,724 0 0
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BLUE HILLS BANCORP INC COM 095573101 529 25,365 SH   SOLE   25,365 0 0
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BOEING COMPANY COM 097023105 68,279 208,243 SH   SOLE   208,243 0 0
BOEING CO COM 097023105 1,819 5,547 SH   DFND 3 5,547 0 0
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CAL-MAINE FOODS INC COM NEW 128030202 838 19,185 SH   SOLE   19,185 0 0
CALAMP CORP COM 128126109 525 22,930 SH   SOLE   22,930 0 0
CALAVO GROWERS INC COM 128246105 939 10,188 SH   SOLE   10,188 0 0
CALERES INC COM 129500104 726 21,600 SH   DFND 1 21,600 0 0
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CALIFORNIA WATER SERVICE GROUP COM 130788102 1,204 32,312 SH   SOLE   32,312 0 0
CALLAWAY GOLF CO. COM 131193104 1,042 63,717 SH   SOLE   63,717 0 0
CALLON PETROLEUM COMPANY COM 13123X102 17,044 1,287,327 SH   SOLE   1,287,327 0 0
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CAMBREX CORP COM 132011107 1,156 22,103 SH   SOLE   22,103 0 0
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CARBO CERAMICS, INC. COM 140781105 103 14,171 SH   SOLE   14,171 0 0
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CARMAX INC COM 143130102 471 7,609 SH   SOLE   7,609 0 0
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CARPENTER TECHNOLOGY CORP. COM 144285103 468 10,606 SH   SOLE   10,606 0 0
CARRIZO OIL & GAS INC COM 144577103 803 50,214 SH   SOLE   50,214 0 0
CARS.COM INC COM 14575E105 461 16,271 SH   SOLE   16,271 0 0
CARTER'S INC COM 146229109 1,109 10,656 SH   SOLE   10,656 0 0
CASELLA WASTE SYSTEMS INC. CL A 147448104 1,978 84,623 SH   DFND 1 84,623 0 0
CASELLA WASTE SYSTEMS INC. CL A 147448104 4,917 210,312 SH   SOLE   210,312 0 0
CASEY'S GENERAL STORES INC COM 147528103 953 8,679 SH   SOLE   8,679 0 0
CATALENT INC COM 148806102 10,574 257,521 SH   DFND 1 257,521 0 0
CATALENT INC COM 148806102 19,899 484,636 SH   SOLE   484,636 0 0
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CATO CORP CL A 149205106 222 15,052 SH   SOLE   15,052 0 0
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CEVA INC COM 157210105 516 14,248 SH   SOLE   14,248 0 0
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CIMAREX ENERGY CO COM 171798101 372 3,975 SH   SOLE   3,975 0 0
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CITIGROUP INC COM NEW 172967424 108,106 1,601,570 SH   DFND 1 1,601,570 0 0
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CITY HOLDING CO COM 177835105 691 10,080 SH   SOLE   10,080 0 0
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CLOROX CO COM 189054109 716 5,381 SH   SOLE   5,381 0 0
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COCA-COLA BOTTLING CO CONSOL COM 191098102 509 2,946 SH   SOLE   2,946 0 0
COCA-COLA CO COM 191216100 25,499 587,129 SH   SOLE   587,129 0 0
COCA-COLA CO COM 191216100 404 9,310 SH   DFND 1 9,310 0 0
COCA COLA CO COM 191216100 6,818 156,968 SH   DFND 3 86,534 0 70,434
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COHERENT INC COM 192479103 1,056 5,634 SH   SOLE   5,634 0 0
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COHERUS BIOSCIENCES INC COM 19249H103 183 16,529 SH   DFND 1 16,529 0 0
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COLGATE-PALMOLIVE CO COM 194162103 2,751 38,376 SH   SOLE   38,376 0 0
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COLUMBIA BANKING SYSTEM INC COM 197236102 2,063 49,171 SH   SOLE   49,171 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 2,166 52,515 SH   DFND 1 52,515 0 0
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COMERICA INC COM 200340107 23,415 244,083 SH   DFND 1 244,083 0 0
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COPART, INC. COM 217204106 2,354 46,211 SH   SOLE   46,211 0 0
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COTT CORPORATION COM 22163N106 14,094 957,489 SH   DFND 1 957,489 0 0
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COTY INC COM CL A 222070203 361 19,705 SH   SOLE   19,705 0 0
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CRANE CO. COM 224399105 14,622 157,662 SH   SOLE   157,662 0 0
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DAVITA INC COM 23918K108 417 6,317 SH   SOLE   6,317 0 0
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DEERE & CO COM 244199105 2,073 13,349 SH   SOLE   13,349 0 0
DEERE & CO COM 244199105 278 1,787 SH   DFND 3 1,787 0 0
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FIRST INTERSTATE BANCSYSTEM IN COM CL A 32055Y201 8,175 206,693 SH   DFND 1 206,693 0 0
FIRST INTERSTATE BANCSYSTEM IN COM CL A 32055Y201 15,166 383,468 SH   SOLE   383,468 0 0
FIRST OF LONG ISLAND CORP/THE COM 320734106 324 11,800 SH   DFND 1 11,800 0 0
FIRST OF LONG ISLAND CORP/THE COM 320734106 1,232 44,884 SH   SOLE   44,884 0 0
FIRST MERCHANTS CORP COM 320817109 509 12,200 SH   SOLE   12,200 0 0
FIRST MERCHANTS CORP COM 320817109 289 6,920 SH   DFND 3 4,089 0 2,831
FIRST MID-ILLINOIS BANCSHARES COM 320866106 260 7,122 SH   SOLE   7,122 0 0
FIRST MIDWEST BANCORP INC COM 320867104 522 21,221 SH   DFND 1 21,221 0 0
FIRST MIDWEST BANCORP INC COM 320867104 3,397 138,153 SH   SOLE   138,153 0 0
FIRST REPUBLIC BANK COM 33616C100 34,467 372,170 SH   DFND 1 372,170 0 0
FIRST REPUBLIC BANK COM 33616C100 44,551 481,060 SH   SOLE   481,060 0 0
FIRST SOLAR INC COM 336433107 1,315 18,529 SH   SOLE   18,529 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 364 12,177 SH   DFND 3 12,177 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 1,729 29,605 SH   DFND 3 29,340 0 265
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 4,420 92,823 SH   DFND 3 91,232 0 1,591
FIRSTCASH INC COM 33767D105 2,545 31,327 SH   SOLE   31,327 0 0
FISERV INC COM 337738108 4,075 57,142 SH   DFND 1 57,142 0 0
FISERV INC COM 337738108 35,802 502,068 SH   SOLE   502,068 0 0
FIRSTENERGY CORP COM 337932107 634 18,633 SH   SOLE   18,633 0 0
FIVE BELOW INC COM 33829M101 3,381 46,100 SH   DFND 1 46,100 0 0
FIVE BELOW INC COM 33829M101 11,090 151,220 SH   SOLE   151,220 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 174,305 7,048,341 SH   DFND 3 6,598,885 0 449,456
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 471 19,038 SH   DFND 4 19,038 0 0
FLOTEK INDUSTRIES INC COM 343389102 225 36,806 SH   SOLE   36,806 0 0
FLUOR CORP COM 343412102 334 5,837 SH   SOLE   5,837 0 0
FLOWERS FOODS INC COM 343498101 916 41,897 SH   SOLE   41,897 0 0
FLOWSERVE CORPORATION COM 34354P105 236 5,451 SH   SOLE   5,451 0 0
FOOT LOCKER INC COM 344849104 236 5,174 SH   SOLE   5,174 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1,804 162,822 SH   SOLE   162,822 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 190 17,157 SH   DFND 3 17,157 0 0
FOREST CITY REALTY TRUST INC COM CL A 345605109 658 32,493 SH   SOLE   32,493 0 0
FORMFACTOR INC COM 346375108 643 47,074 SH   SOLE   47,074 0 0
FORRESTER RESEARCH INC COM 346563109 817 19,708 SH   DFND 1 19,708 0 0
FORRESTER RESEARCH INC COM 346563109 2,968 71,595 SH   SOLE   71,595 0 0
FORTINET INC COM 34959E109 3,240 60,469 SH   DFND 1 60,469 0 0
FORTINET INC COM 34959E109 11,122 207,581 SH   SOLE   207,581 0 0
FORTIVE CORPORATION COM 34959J108 7,269 93,763 SH   SOLE   93,763 0 0
FORTIVE CORPORATION COM 34959J108 1,531 19,754 SH   DFND 1 19,754 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 6,710 113,941 SH   SOLE   113,941 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 2,187 37,142 SH   DFND 1 37,142 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 242 21,982 SH   SOLE   21,982 0 0
FORWARD AIR CORPORATION COM 349853101 1,015 19,196 SH   SOLE   19,196 0 0
FOSSIL GROUP INC COM 34988V106 357 28,119 SH   SOLE   28,119 0 0
FOUR CORNERS PROPERTY TRUST IN COM 35086T109 1,609 69,685 SH   SOLE   69,685 0 0
FOX FACTORY HOLDING CORP COM 35138V102 883 25,297 SH   SOLE   25,297 0 0
FRANCESCA'S HOLDINGS CORP COM 351793104 114 23,696 SH   SOLE   23,696 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 2,588 63,502 SH   SOLE   63,502 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 454 11,152 SH   DFND 1 11,152 0 0
FRANKLIN RESOURCES INC COM 354613101 2,022 58,302 SH   DFND 1 58,302 0 0
FRANKLIN RESOURCES INC COM 354613101 7,849 226,316 SH   SOLE   226,316 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 280 33,296 SH   DFND 1 33,296 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 1,927 229,080 SH   SOLE   229,080 0 0
FRED'S INC CL A 356108100 70 23,254 SH   SOLE   23,254 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,114 63,420 SH   DFND 1 63,420 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,962 282,404 SH   SOLE   282,404 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 376 50,627 SH   SOLE   50,627 0 0
HB FULLER CO COM 359694106 1,692 34,024 SH   SOLE   34,024 0 0
FULTON FINANCIAL CORP COM 360271100 702 39,551 SH   SOLE   39,551 0 0
FUTUREFUEL CORP COM 36116M106 197 16,410 SH   SOLE   16,410 0 0
GATX CORP COM 361448103 593 8,653 SH   SOLE   8,653 0 0
GEO GROUP INC/THE COM 36162J106 484 23,638 SH   DFND 1 23,638 0 0
GEO GROUP INC/THE COM 36162J106 2,897 141,508 SH   SOLE   141,508 0 0
GGP INC COM 36174X101 22,229 1,086,477 SH   DFND 1 1,086,477 0 0
GGP INC COM 36174X101 34,413 1,681,980 SH   SOLE   1,681,980 0 0
G-III APPAREL GROUP LTD COM 36237H101 5,165 137,084 SH   DFND 1 137,084 0 0
G-III APPAREL GROUP LTD COM 36237H101 10,297 273,287 SH   SOLE   273,287 0 0
GABELLI EQUITY TR INC COM 362397101 137 22,310 SH   DFND 3 22,310 0 0
GMS INC COM 36251C103 275 9,010 SH   DFND 1 9,010 0 0
GMS INC COM 36251C103 928 30,364 SH   SOLE   30,364 0 0
AUTHUR J GALLAGHER & CO COM 363576109 8,874 129,114 SH   SOLE   129,114 0 0
GAMING AND LEISURE PROPERTIES COM 36467J108 207 6,178 SH   DFND 1 6,178 0 0
GAMING AND LEISURE PROPERTIES COM 36467J108 1,180 35,253 SH   SOLE   35,253 0 0
GAMESTOP CORP CL A 36467W109 290 22,985 SH   SOLE   22,985 0 0
GANNETT CO INC COM 36473H104 758 75,965 SH   SOLE   75,965 0 0
GAP INC COM 364760108 284 9,087 SH   SOLE   9,087 0 0
GARTNER INC COM 366651107 445 3,783 SH   SOLE   3,783 0 0
GASTAR EXPL INC NEW COM 36729W202 21 31,000 SH   DFND 3 31,000 0 0
GENERAL CABLE CORP COM 369300108 1,008 34,067 SH   SOLE   34,067 0 0
GENERAL DYNAMICS CORP COM 369550108 3,949 17,876 SH   DFND 1 17,876 0 0
GENERAL DYNAMICS CORP COM 369550108 30,533 138,222 SH   SOLE   138,222 0 0
GENERAL ELECTRIC CO COM 369604103 4,879 361,919 SH   SOLE   361,919 0 0
GENERAL ELECTRIC CO COM 369604103 586 43,456 SH   DFND 3 43,456 0 0
GENERAL MILLS INC COM 370334104 1,069 23,718 SH   SOLE   23,718 0 0
GENERAL MOTORS CO COM 37045V100 5,636 155,077 SH   SOLE   155,077 0 0
GENERAL MOTORS CO COM 37045V100 2,002 55,088 SH   DFND 1 55,088 0 0
GENESCO INC. COM 371532102 522 12,857 SH   SOLE   12,857 0 0
GENESEE & WYOMING INC CL A 371559105 7,712 108,940 SH   DFND 1 108,940 0 0
GENESEE & WYOMING INC CL A 371559105 12,699 179,386 SH   SOLE   179,386 0 0
GENTEX CORP COM 371901109 1,437 62,418 SH   SOLE   62,418 0 0
GENMARK DIAGNOSTICS INC COM 372309104 929 170,850 SH   DFND 1 170,850 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,317 425,912 SH   SOLE   425,912 0 0
GENUINE PARTS COMPANY COM 372460105 605 6,731 SH   SOLE   6,731 0 0
GENWORTH FINANCIAL INC COM CL A 37247D106 320 112,956 SH   SOLE   112,956 0 0
GENTHERM INC COM 37253A103 808 23,795 SH   SOLE   23,795 0 0
GETTY REALTY CORP COM 374297109 1,361 53,959 SH   SOLE   53,959 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 694 20,491 SH   SOLE   20,491 0 0
GILEAD SCIENCES INC COM 375558103 4,110 54,515 SH   SOLE   54,515 0 0
GLACIER BANCORP INC COM 37637Q105 2,051 53,447 SH   SOLE   53,447 0 0
GLATFELTER COM 377316104 579 28,205 SH   SOLE   28,205 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 19,181 490,938 SH   DFND 1 490,938 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 34,245 876,502 SH   SOLE   876,502 0 0
GLOBAL NET LEASE INC COM NEW 379378201 765 45,325 SH   SOLE   45,325 0 0
GLOBAL PAYMENTS INC COM 37940X102 12,670 113,611 SH   SOLE   113,611 0 0
GLOBAL PAYMENTS INC COM 37940X102 4,103 36,790 SH   DFND 1 36,790 0 0
GLOBUS MEDICAL INC CL A 379577208 820 16,461 SH   SOLE   16,461 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 13 22,300 SH   DFND 3 22,300 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 82,830 328,872 SH   DFND 1 328,872 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 162,881 646,714 SH   SOLE   646,714 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 331 1,315 SH   DFND 3 1,315 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 2,263 2,240,000 SH   SOLE   2,240,000 0 0
GOLUB CAPITAL BDC INC COM 38173M102 3,412 190,698 SH   DFND 1 190,698 0 0
GOLUB CAPITAL BDC INC COM 38173M102 2,274 127,131 SH   SOLE   127,131 0 0
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 273 10,280 SH   SOLE   10,280 0 0
GORMAN-RUPP CO/THE COM 383082104 677 23,130 SH   SOLE   23,130 0 0
GOVERNMENT PROPERTIES INCOME T COM SHS BEN INT 38376A103 1,382 101,137 SH   SOLE   101,137 0 0
WR GRACE & CO COM 38388F108 298 4,866 SH   DFND 1 4,866 0 0
WR GRACE & CO COM 38388F108 970 15,850 SH   SOLE   15,850 0 0
GRACO INC COM 384109104 1,767 38,651 SH   SOLE   38,651 0 0
GRAHAM HOLDINGS CO COM 384637104 649 1,077 SH   SOLE   1,077 0 0
WW GRAINGER INC COM 384802104 611 2,164 SH   SOLE   2,164 0 0
GRAMERCY PROPERTY TRUST INC COM NEW 385002308 780 35,901 SH   SOLE   35,901 0 0
GRAN TIERRA ENERGY INC COM 38500T101 1,224 438,630 SH   DFND 1 438,630 0 0
GRAN TIERRA ENERGY INC COM 38500T101 4,055 1,453,473 SH   SOLE   1,453,473 0 0
GRANITE CONSTRUCTION INC COM 387328107 4,749 85,011 SH   DFND 1 85,011 0 0
GRANITE CONSTRUCTION INC COM 387328107 8,924 159,763 SH   SOLE   159,763 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 1,007 65,585 SH   DFND 1 65,585 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 3,269 212,986 SH   SOLE   212,986 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 1,800 36,032 SH   DFND 1 36,032 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 6,607 132,272 SH   SOLE   132,272 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,558 48,994 SH   SOLE   48,994 0 0
GREAT WESTERN BANCORP INC COM 391416104 1,596 39,626 SH   SOLE   39,626 0 0
GREEN BANCORP INC COM 39260X100 355 15,942 SH   SOLE   15,942 0 0
GREEN DOT CORP CL A 39304D102 1,993 31,059 SH   SOLE   31,059 0 0
GREEN PLAINS INC COM 393222104 421 25,047 SH   SOLE   25,047 0 0
GREENBRIER COS INC COM 393657101 970 19,312 SH   SOLE   19,312 0 0
GREENHILL & CO INC COM 395259104 291 15,725 SH   SOLE   15,725 0 0
GREIF INC CL A 397624107 306 5,864 SH   SOLE   5,864 0 0
GRIFFON CORP COM 398433102 355 19,456 SH   SOLE   19,456 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 862 13,198 SH   SOLE   13,198 0 0
GUESS INC COM 401617105 805 38,829 SH   SOLE   38,829 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 9,881 122,241 SH   DFND 1 122,241 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 19,123 236,580 SH   SOLE   236,580 0 0
GULFPORT ENERGY CORP COM NEW 402635304 361 37,373 SH   SOLE   37,373 0 0
HCA HEALTHCARE INC COM 40412C101 1,147 11,820 SH   SOLE   11,820 0 0
HCA HEALTHCARE INC COM 40412C101 6,021 62,076 SH   DFND 3 62,076 0 0
HCP INC COM 40414L109 617 26,550 SH   DFND 1 26,550 0 0
HCP INC COM 40414L109 6,101 262,629 SH   SOLE   262,629 0 0
HFF INC CL A 40418F108 1,336 26,885 SH   DFND 1 26,885 0 0
HFF INC CL A 40418F108 5,623 113,130 SH   SOLE   113,130 0 0
HNI CORP COM 404251100 357 9,895 SH   SOLE   9,895 0 0
HMS HOLDINGS CORP COM 40425J101 1,317 78,207 SH   DFND 1 78,207 0 0
HMS HOLDINGS CORP COM 40425J101 2,897 172,049 SH   SOLE   172,049 0 0
HP INC COM 40434L105 1,710 78,016 SH   DFND 1 78,016 0 0
HP INC COM 40434L105 9,153 417,542 SH   SOLE   417,542 0 0
HABIT RESTAURANTS INC/THE COM CL A 40449J103 690 78,373 SH   DFND 1 78,373 0 0
HABIT RESTAURANTS INC/THE COM CL A 40449J103 1,721 195,609 SH   SOLE   195,609 0 0
HAEMONETICS CORP. COM 405024100 2,635 36,013 SH   SOLE   36,013 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 25,665 800,272 SH   DFND 1 800,272 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 34,874 1,087,442 SH   SOLE   1,087,442 0 0
HALLIBURTON CO COM 406216101 94,415 2,011,399 SH   SOLE   2,011,399 0 0
HALLIBURTON CO COM 406216101 57,043 1,215,241 SH   DFND 1 1,215,241 0 0
HALYARD HEALTH INC COM 40650V100 491 10,666 SH   SOLE   10,666 0 0
HAMILTON LANE INC CL A 407497106 8,375 224,965 SH   DFND 1 224,965 0 0
HAMILTON LANE INC CL A 407497106 15,301 410,990 SH   SOLE   410,990 0 0
HANCOCK HOLDING CO COM 410120109 8,404 162,550 SH   DFND 1 162,550 0 0
HANCOCK HOLDING CO COM 410120109 13,824 267,386 SH   SOLE   267,386 0 0
HANESBRANDS INC COM 410345102 280 15,215 SH   SOLE   15,215 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 6,720 218,533 SH   DFND 1 218,533 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 11,648 378,786 SH   SOLE   378,786 0 0
HANOVER INSURANCE GROUP INC COM 410867105 13,974 118,530 SH   DFND 1 118,530 0 0
HANOVER INSURANCE GROUP INC COM 410867105 29,312 248,642 SH   SOLE   248,642 0 0
HARLEY-DAVIDSON INC COM 412822108 16,970 395,761 SH   DFND 1 395,761 0 0
HARLEY-DAVIDSON INC COM 412822108 42,266 985,675 SH   SOLE   985,675 0 0
HARMONIC INC COM 413160102 200 52,548 SH   SOLE   52,548 0 0
HARRIS CORPORATION COM 413875105 1,277 7,915 SH   SOLE   7,915 0 0
HARSCO CORP COM 415864107 1,707 82,646 SH   DFND 1 82,646 0 0
HARSCO CORP COM 415864107 6,820 330,290 SH   SOLE   330,290 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,040 59,015 SH   DFND 1 59,015 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 14,136 274,375 SH   SOLE   274,375 0 0
HASBRO INC COM 418056107 399 4,730 SH   SOLE   4,730 0 0
HAVERTY FURNITURE COM 419596101 459 22,783 SH   DFND 1 22,783 0 0
HAVERTY FURNITURE COM 419596101 1,794 89,025 SH   SOLE   89,025 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 849 24,698 SH   SOLE   24,698 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,316 34,013 SH   SOLE   34,013 0 0
HAWKINS INC COM 420261109 217 6,162 SH   SOLE   6,162 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 300 8,095 SH   SOLE   8,095 0 0
HEALTHCARE SERVICES GROUP COM 421906108 3,242 74,555 SH   DFND 1 74,555 0 0
HEALTHCARE SERVICES GROUP COM 421906108 8,739 200,992 SH   SOLE   200,992 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 201 7,250 SH   DFND 1 7,250 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 3,012 108,685 SH   SOLE   108,685 0 0
HEALTHSTREAM INC COM 42222N103 718 28,926 SH   SOLE   28,926 0 0
HEALTHCARE TRUST OF AMERICA IN CL A NEW 42225P501 1,598 60,419 SH   SOLE   60,419 0 0
HEALTHEQUITY INC COM 42226A107 2,101 34,706 SH   SOLE   34,706 0 0
HEARTLAND EXPRESS INC COM 422347104 578 32,113 SH   SOLE   32,113 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 2,419 45,594 SH   DFND 1 45,594 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 9,348 176,217 SH   SOLE   176,217 0 0
HECLA MINING CO COM 422704106 99 26,902 SH   DFND 1 26,902 0 0
HECLA MINING CO COM 422704106 332 90,326 SH   SOLE   90,326 0 0
HEICO CORP COM 422806109 3,712 42,758 SH   DFND 1 42,758 0 0
HEICO CORP COM 422806109 9,654 111,203 SH   SOLE   111,203 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 1,039 33,247 SH   SOLE   33,247 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 275 47,501 SH   DFND 1 47,501 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 1,414 244,277 SH   SOLE   244,277 0 0
HELMERICH & PAYNE INC COM 423452101 302 4,532 SH   SOLE   4,532 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 231 20,563 SH   SOLE   20,563 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 2,120 17,526 SH   SOLE   17,526 0 0
HERITAGE COMMERCE CORP COM 426927109 7,393 448,582 SH   DFND 1 448,582 0 0
HERITAGE COMMERCE CORP COM 426927109 12,546 761,309 SH   SOLE   761,309 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,339 3,300,000 SH   SOLE   3,300,000 0 0
HERITAGE FINANCIAL CORP/WA COM 42722X106 2,982 97,461 SH   SOLE   97,461 0 0
HERITAGE FINANCIAL CORP/WA COM 42722X106 888 29,030 SH   DFND 1 29,030 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 865 48,311 SH   SOLE   48,311 0 0
HERSHEY COMPANY/THE COM 427866108 700 7,078 SH   SOLE   7,078 0 0
HESKA CORP COM RESTRC NEW 42805E306 2,818 35,634 SH   DFND 1 35,634 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,636 58,636 SH   SOLE   58,636 0 0
HESS CORP COM 42809H107 571 11,271 SH   SOLE   11,271 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 1,168 66,565 SH   SOLE   66,565 0 0
HIBBETT SPORTS INC COM 428567101 297 12,393 SH   SOLE   12,393 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 323 63,558 SH   SOLE   63,558 0 0
HIGHWOODS PROPERTIES INC COM 431284108 4,144 94,566 SH   DFND 1 94,566 0 0
HIGHWOODS PROPERTIES INC COM 431284108 17,678 403,420 SH   SOLE   403,420 0 0
HILL-ROM HOLDINGS INC COM 431475102 3,125 35,920 SH   DFND 1 35,920 0 0
HILL-ROM HOLDINGS INC COM 431475102 16,084 184,879 SH   SOLE   184,879 0 0
HILLENBRAND INC COM 431571108 320 6,969 SH   DFND 1 6,969 0 0
HILLENBRAND INC COM 431571108 2,989 65,124 SH   SOLE   65,124 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A203 1,975 25,072 SH   SOLE   25,072 0 0
HOLLYFRONTIER CORP COM 436106108 1,176 24,060 SH   DFND 1 24,060 0 0
HOLLYFRONTIER CORP COM 436106108 5,394 110,402 SH   SOLE   110,402 0 0
HOLOGIC INC COM 436440101 6,668 178,488 SH   SOLE   178,488 0 0
HOLOGIC INC COM 436440101 3,623 96,973 SH   DFND 1 96,973 0 0
HOME BANCSHARES INC COM 436893200 814 35,672 SH   SOLE   35,672 0 0
HOME DEPOT INC COM 437076102 6,010 33,721 SH   DFND 1 33,721 0 0
HOME DEPOT INC COM 437076102 51,662 289,847 SH   SOLE   289,847 0 0
HOME DEPOT INC COM 437076102 1,675 9,394 SH   DFND 3 8,774 0 620
HOMESTREET INC COM 43785V102 497 17,337 SH   SOLE   17,337 0 0
HOMETRUST BANCSHARES INC COM 437872104 882 33,857 SH   DFND 1 33,857 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,132 120,219 SH   SOLE   120,219 0 0
HONEYWELL INTERNATIONAL COM 438516106 48,810 337,762 SH   DFND 1 337,762 0 0
HONEYWELL INTERNATIONAL COM 438516106 111,318 770,315 SH   SOLE   770,315 0 0
HONEYWELL INTL INC COM 438516106 684 4,732 SH   DFND 3 3,124 0 1,608
HOPE BANCORP INC COM 43940T109 7,484 411,441 SH   SOLE   411,441 0 0
HOPE BANCORP INC COM 43940T109 3,547 195,017 SH   DFND 1 195,017 0 0
HORACE MANN EDUCATORS CORP COM 440327104 8,510 199,065 SH   DFND 1 199,065 0 0
HORACE MANN EDUCATORS CORP COM 440327104 14,398 336,785 SH   SOLE   336,785 0 0
HORIZON BANCORP/IN COM 440407104 912 30,377 SH   DFND 1 30,377 0 0
HORIZON BANCORP/IN COM 440407104 3,060 101,953 SH   SOLE   101,953 0 0
HORMEL FOODS CORP COM 440452100 386 11,234 SH   SOLE   11,234 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 3,284 129,612 SH   DFND 1 129,612 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 13,031 514,261 SH   SOLE   514,261 0 0
HOST HOTELS & RESORTS INC COM 44107P104 26,015 1,395,631 SH   DFND 1 1,395,631 0 0
HOST HOTELS & RESORTS INC COM 44107P104 38,458 2,063,215 SH   SOLE   2,063,215 0 0
HOULIHAN LOKEY INC CL A 441593100 9,756 218,735 SH   SOLE   218,735 0 0
HOULIHAN LOKEY INC CL A 441593100 6,456 144,757 SH   DFND 1 144,757 0 0
HUB GROUP INC- CL A CL A 443320106 950 22,710 SH   SOLE   22,710 0 0
HUBBELL INC COM 443510607 5,339 43,843 SH   DFND 1 43,843 0 0
HUBBELL INC COM 443510607 20,742 170,323 SH   SOLE   170,323 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 1,772 54,459 SH   SOLE   54,459 0 0
HUMANA INC COM 444859102 1,603 5,962 SH   SOLE   5,962 0 0
HUMANA INC COM 444859102 220 820 SH   DFND 3 820 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 3,608 30,794 SH   DFND 1 30,794 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 10,882 92,890 SH   SOLE   92,890 0 0
HUNTINGTON BANCSHARES INC COM 446150104 48,097 3,185,233 SH   DFND 1 3,185,233 0 0
HUNTINGTON BANCSHARES INC COM 446150104 63,870 4,229,780 SH   SOLE   4,229,780 0 0
HUNTINGTON INGALLS INDUS COM 446413106 57,447 222,870 SH   DFND 1 222,870 0 0
HUNTINGTON INGALLS INDUS COM 446413106 68,880 267,226 SH   SOLE   267,226 0 0
HYATT HOTELS CORPS COM CL A 448579102 2,320 30,417 SH   SOLE   30,417 0 0
HYATT HOTELS CORPS COM CL A 448579102 714 9,367 SH   DFND 1 9,367 0 0
HYSTER-YALE MATERIALS HANDLING CL A 449172105 249 3,566 SH   DFND 1 3,566 0 0
HYSTER-YALE MATERIALS HANDLING CL A 449172105 812 11,609 SH   SOLE   11,609 0 0
IAC/INTERACTIVECORP COM 44919P508 2,274 14,543 SH   DFND 1 14,543 0 0
IAC/INTERACTIVECORP COM 44919P508 6,617 42,311 SH   SOLE   42,311 0 0
ICF INTERNATIONAL INC COM 44925C103 9,159 156,702 SH   DFND 1 156,702 0 0
ICF INTERNATIONAL INC COM 44925C103 14,701 251,506 SH   SOLE   251,506 0 0
ICU MEDICAL INC COM 44930G107 872 3,454 SH   SOLE   3,454 0 0
ILG INC COM 44967H101 745 23,932 SH   SOLE   23,932 0 0
IPG PHOTONICS CORP COM 44980X109 365 1,566 SH   SOLE   1,566 0 0
ITT INC COM 45073V108 977 19,953 SH   SOLE   19,953 0 0
IBERIABANK CORP COM 450828108 11,888 152,415 SH   DFND 1 152,415 0 0
IBERIABANK CORP COM 450828108 18,151 232,699 SH   SOLE   232,699 0 0
IBERIABANK CORP COM 450828108 947 12,141 SH   DFND 3 12,141 0 0
IDACORP INC COM 451107106 1,010 11,445 SH   SOLE   11,445 0 0
IDEX CORP COM 45167R104 2,497 17,524 SH   SOLE   17,524 0 0
IDEXX LABORATORIES INC COM 45168D104 9,845 51,439 SH   SOLE   51,439 0 0
ILLINOIS TOOL WORKS INC COM 452308109 7,858 50,159 SH   SOLE   50,159 0 0
ILLINOIS TOOL WKS INC COM 452308109 208 1,328 SH   DFND 3 1,328 0 0
ILLUMINA INC COM 452327109 1,441 6,093 SH   SOLE   6,093 0 0
ILLUMINA INC NOTE 6/1 452327AF6 13,608 12,300,000 SH   SOLE   12,300,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 10,181 8,350,000 SH   SOLE   8,350,000 0 0
IMPAX LABORATORIES INC COM 45256B101 969 49,798 SH   SOLE   49,798 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 20,747 20,950,000 SH   SOLE   20,950,000 0 0
INCYTE CORP COM 45337C102 609 7,310 SH   SOLE   7,310 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106 779 84,902 SH   SOLE   84,902 0 0
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 1,324 18,501 SH   SOLE   18,501 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 677 29,556 SH   DFND 1 29,556 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 2,266 98,966 SH   SOLE   98,966 0 0
INFINITY PROP & CASUALTY COM 45665Q103 13,856 117,025 SH   SOLE   117,025 0 0
INFINITY PROP & CASUALTY COM 45665Q103 8,582 72,481 SH   DFND 1 72,481 0 0
INFRAREIT INC COM 45685L100 9,529 490,406 SH   SOLE   490,406 0 0
INFRAREIT INC COM 45685L100 2,682 138,058 SH   DFND 1 138,058 0 0
INGEVITY CORP COM 45688C107 2,086 28,301 SH   SOLE   28,301 0 0
INGREDION INC COM 457187102 2,127 16,496 SH   SOLE   16,496 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,671 47,832 SH   DFND 1 47,832 0 0
INSIGHT ENTERPRISES INC COM 45765U103 6,358 182,035 SH   SOLE   182,035 0 0
INNOSPEC INC COM 45768S105 2,478 36,127 SH   DFND 1 36,127 0 0
INNOSPEC INC COM 45768S105 9,370 136,582 SH   SOLE   136,582 0 0
INNOPHOS HOLDINGS INC COM 45774N108 505 12,564 SH   SOLE   12,564 0 0
INSTEEL INDUSTRIES INC COM 45774W108 325 11,757 SH   SOLE   11,757 0 0
INSPERITY INC. COM 45778Q107 1,728 24,840 SH   SOLE   24,840 0 0
INOGEN INC COM 45780L104 12,562 102,260 SH   SOLE   102,260 0 0
INOGEN INC COM 45780L104 4,482 36,487 SH   DFND 1 36,487 0 0
INSTALLED BUILDING PRODUCTS IN COM 45780R101 818 13,618 SH   SOLE   13,618 0 0
INNOVIVA INC COM 45781M101 789 47,317 SH   SOLE   47,317 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 2,368 42,791 SH   SOLE   42,791 0 0
INTEGRATED DEVICE TECH INC COM 458118106 921 30,153 SH   SOLE   30,153 0 0
INTEGRATED DEVICE TECH INC NOTE 0.875%11/1 458118AC0 14,982 13,300,000 SH   SOLE   13,300,000 0 0
INTEL CORPORATION COM 458140100 10,172 195,314 SH   SOLE   195,314 0 0
INTEL CORP COM 458140100 1,259 24,160 SH   DFND 3 23,660 0 500
INTEL CORPORATION SDCV 3.250% 8/0 458140AF7 29,391 11,747,000 SH   SOLE   11,747,000 0 0
INTEL CORPORATION SDCV 3.250% 8/0 458140AF7 2,009 803,000 SH   DFND 1 803,000 0 0
INTEGER HOLDINGS CORP COM 45826H109 1,080 19,106 SH   SOLE   19,106 0 0
INTER PARFUMS INC COM 458334109 768 16,293 SH   DFND 1 16,293 0 0
INTER PARFUMS INC COM 458334109 3,036 64,397 SH   SOLE   64,397 0 0
INTERACTIVE BROKERS GRO COM 45841N107 57,198 850,650 SH   DFND 1 850,650 0 0
INTERACTIVE BROKERS GRO COM 45841N107 102,025 1,517,322 SH   SOLE   1,517,322 0 0
INTERFACE INC COM 458665304 2,793 110,829 SH   DFND 1 110,829 0 0
INTERFACE INC COM 458665304 10,644 422,383 SH   SOLE   422,383 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 7,243 99,878 SH   DFND 1 99,878 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 25,690 354,244 SH   SOLE   354,244 0 0
INTERDIGITAL INC/PA COM 45867G101 579 7,865 SH   SOLE   7,865 0 0
INTERNATIONAL BANCSHARES CORP COM 459044103 476 12,242 SH   SOLE   12,242 0 0
IBM CORP COM 459200101 5,582 36,384 SH   SOLE   36,384 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,969 12,832 SH   DFND 3 12,832 0 0
INTL FLAVOR & FRAGRANCES COM 459506101 451 3,295 SH   SOLE   3,295 0 0
INTERNATIONAL PAPER CO COM 460146103 1,395 26,103 SH   DFND 1 26,103 0 0
INTERNATIONAL PAPER CO COM 460146103 5,450 102,003 SH   SOLE   102,003 0 0
INTL SPEEDWAY CORP CL A 460335201 2,655 60,210 SH   DFND 1 60,210 0 0
INTL SPEEDWAY CORP CL A 460335201 9,938 225,343 SH   SOLE   225,343 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 374 16,218 SH   SOLE   16,218 0 0
INTERSECT ENT INC COM 46071F103 3,543 90,154 SH   DFND 1 90,154 0 0
INTERSECT ENT INC COM 46071F103 8,806 224,066 SH   SOLE   224,066 0 0
INTL. FCSTONE INC COM 46116V105 425 9,966 SH   SOLE   9,966 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 752 35,714 SH   SOLE   35,714 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 301 14,283 SH   DFND 1 14,283 0 0
INTUIT INC COM 461202103 18,812 108,521 SH   SOLE   108,521 0 0
INVACARE CORP COM 461203101 370 21,256 SH   SOLE   21,256 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,930 4,676 SH   SOLE   4,676 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,231 75,150 SH   SOLE   75,150 0 0
INVESCO LTD COM 46131H107 90 20,361 SH   DFND 1 20,361 0 0
INVESCO LTD COM 46131H107 90 20,361 SH   SOLE   20,361 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 15,364 778,335 SH   SOLE   778,335 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 8,479 429,515 SH   DFND 1 429,515 0 0
INVESTORS BANCORP INC COM 46146L101 936 68,651 SH   DFND 1 68,651 0 0
INVESTORS BANCORP INC COM 46146L101 3,042 223,014 SH   SOLE   223,014 0 0
INVITATION HOMES INC COM 46187W107 2,555 111,900 SH   SOLE   111,900 0 0
IQVIA HOLDINGS INC COM 46266C105 596 6,076 SH   SOLE   6,076 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 601 53,386 SH   SOLE   53,386 0 0
IROBOT CORP COM 462726100 1,207 18,800 SH   SOLE   18,800 0 0
IRON MOUNTAIN INC COM 46284V101 524 15,950 SH   DFND 1 15,950 0 0
IRON MOUNTAIN INC COM 46284V101 4,507 137,157 SH   SOLE   137,157 0 0
ISHARES GOLD TRUST ISHARES 464285105 88,782 6,974,150 SH   DFND 3 6,403,811 0 570,339
ISHARES GOLD TRUST ISHARES 464285105 149 11,728 SH   DFND 4 11,728 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 6,659 106,820 SH   DFND 3 104,308 0 2,512
ISHARES TR CORE S&P TTL STK 464287150 90,138 1,490,868 SH   DFND 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 13,836 228,839 SH   DFND 3 225,823 0 3,016
ISHARES TR SELECT DIVID ETF 464287168 2,161 22,723 SH   DFND 3 22,012 0 711
ISHARES TR TIPS BD ETF 464287176 9,714 85,929 PRN   DFND 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 7,499 66,335 SH   DFND 3 28,905 0 37,430
ISHARES TR CORE S&P500 ETF 464287200 26,794 100,971 SH   DFND 3 96,198 0 4,773
ISHARES TR CORE US AGGBD ET 464287226 18,051 168,301 SH   DFND 3 160,325 0 7,976
ISHARES TR MSCI EMG MKT ETF 464287234 700 14,487 SH   DFND 3 14,487 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 21,717 184,995 SH   DFND 1 184,995 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 12,144 103,450 SH   SOLE   103,450 0 0
ISHARES TR IBOXX INV CP ETF 464287242 8,004 68,183 SH   DFND 3 65,113 0 3,070
ISHARES TR S&P 500 GRWT ETF 464287309 3,399 21,920 SH   DFND 3 21,482 0 438
ISHARES TR GLOB HLTHCRE ETF 464287325 304 2,731 SH   DFND 3 2,731 0 0
ISHARES TR S&P 500 VAL ETF 464287408 5,508 50,375 SH   DFND 3 48,073 0 2,302
ISHARES TR 20 YR TR BD ETF 464287432 41,379 339,448 PRN   DFND 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 8,337 68,390 SH   DFND 3 66,840 0 1,550
ISHARES TR BARCLAYS 7 10 YR 464287440 2,085 20,202 SH   DFND 3 19,804 0 398
ISHARES TR 1 3 YR TREAS BD 464287457 508 6,080 SH   DFND 3 5,924 0 156
ISHARES TR MSCI EAFE ETF 464287465 2,380 34,152 SH   DFND 3 34,152 0 0
ISHARES TR RUS MID CAP ETF 464287499 446 2,160 SH   DFND 3 2,160 0 0
ISHARES TR CORE S&P MCP ETF 464287507 8,410 44,836 SH   DFND 3 43,441 0 1,395
ISHARES TR RUS 1000 VAL ETF 464287598 1,659 13,824 SH   DFND 3 13,824 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 11,098 81,548 SH   DFND 3 80,988 0 560
ISHARES TR RUS 1000 ETF 464287622 304 2,071 SH   DFND 3 2,071 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,596 10,515 SH   DFND 3 10,515 0 0
ISHARES TR U.S. REAL ES ETF 464287739 201 2,667 SH   DFND 3 2,667 0 0
ISHARES TR CORE S&P SCP ETF 464287804 4,426 57,471 SH   DFND 3 55,101 0 2,370
ISHARES TR EUROPE ETF 464287861 675 14,481 SH   DFND 3 14,481 0 0
ISHARES TR MSCI ACWI EX US 464288240 20,411 410,758 SH   DFND 3 400,647 0 10,111
ISHARES TR MSCI ACWI ETF 464288257 7,334 102,282 SH   DFND 3 96,919 0 5,363
ISHARES TR MSCI ACWI ETF 464288257 1,780 24,832 SH   DFND 4 24,832 0 0
ISHARES TR EAFE SML CP ETF 464288273 546 8,382 SH   DFND 3 8,382 0 0
ISHARES INDEX FUNDS JPMORGAN USD EMG 464288281 1,128 10,000 SH   DFND 1 10,000 0 0
ISHARES INDEX FUNDS JPMORGAN USD EMG 464288281 4,011 35,550 SH   SOLE   35,550 0 0
ISHARES TR JPMORGAN USD EMG 464288281 5,708 50,591 SH   DFND 3 48,672 0 1,919
ISHARES TR NATIONAL MUN ETF 464288414 10,705 98,271 SH   DFND 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 865 7,942 SH   DFND 3 7,766 0 176
ISHARES TR INTL SEL DIV ETF 464288448 1,236 37,454 SH   DFND 3 35,505 0 1,949
ISHARES INDEX FUNDS IBOXX HI YD ETF 464288513 6,252 73,000 SH   DFND 1 73,000 0 0
ISHARES INDEX FUNDS IBOXX HI YD ETF 464288513 10,876 127,000 SH   SOLE   127,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,091 12,741 SH   DFND 3 12,589 0 152
ISHARES TR MBS ETF 464288588 4,956 47,363 PRN   DFND 2 0 0 0
ISHARES TR MBS ETF 464288588 1,155 11,038 SH   DFND 3 10,869 0 169
ISHARES INDEX FUNDS INTRMD CR BD ETF 464288638 3,027 28,225 SH   SOLE   28,225 0 0
ISHARES TR INTRMD CR BD ETF 464288638 13,312 124,134 SH   DFND 3 118,614 0 5,520
ISHARES INDEX FUNDS 1 3 YR CR BD ETF 464288646 5,086 49,000 SH   DFND 1 49,000 0 0
ISHARES INDEX FUNDS 1 3 YR CR BD ETF 464288646 24,393 235,000 SH   SOLE   235,000 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 747 7,209 SH   DFND 3 3,929 0 3,280
ISHARES TR SHORT TREAS BD 464288679 15,637 141,678 SH   DFND 3 137,952 0 3,726
ISHARES TR S&P US PFD STK 464288687 2,183 58,113 SH   DFND 2 0 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 981 63,641 SH   DFND 3 63,641 0 0
ISHARES TR US TREAS BD ETF 46429B267 2,668 108,069 SH   DFND 3 103,067 0 5,002
ISHARES TR MIN VOL USA ETF 46429B697 3,824 73,638 SH   DFND 3 70,192 0 3,446
ISHARES TR 0-5 YR TIPS ETF 46429B747 826 8,251 SH   DFND 3 8,251 0 0
ISHARES US ETF TR SHT MAT BD ETF 46431W507 6,256 124,713 SH   DFND 3 118,994 0 5,718
ISHARES TR USA MOMENTUM FCT 46432F396 6,450 60,894 SH   DFND 3 58,520 0 2,374
ISHARES TR CORE MSCI EAFE 46432F842 4,454 67,605 SH   DFND 3 65,479 0 2,126
ISHARES TR CORE 1 5 YR USD 46432F859 512 10,373 SH   DFND 3 5,187 0 5,186
ISHARES INC CORE MSCI EMKT 46434G103 298,588 5,112,819 SH   DFND 3 4,767,746 0 345,072
ISHARES INC CORE MSCI EMKT 46434G103 522 8,945 SH   DFND 4 8,945 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 1,628 34,800 SH   DFND 3 0 0 34,800
ISHARES TR CORE MSCI PAC 46434V696 255,808 4,272,709 SH   DFND 3 3,925,826 0 346,884
ISHARES TR CORE MSCI PAC 46434V696 577 9,631 SH   DFND 4 9,631 0 0
ISHARES TR HDG MSCI EAFE 46434V803 8,273 288,043 SH   DFND 3 275,341 0 12,702
ITRON INC COM 465741106 1,644 22,972 SH   SOLE   22,972 0 0
JBG SMITH PROPERTIES COM 46590V100 2,657 78,808 SH   SOLE   78,808 0 0
J&J SNACK FOODS CORP. COM 466032109 1,371 10,039 SH   SOLE   10,039 0 0
JPMORGAN CHASE & CO COM 46625H100 24,851 225,976 SH   DFND 1 225,976 0 0
JPMORGAN CHASE & CO COM 46625H100 66,185 601,844 SH   SOLE   601,844 0 0
JPMORGAN CHASE & CO COM 46625H100 2,126 19,336 SH   DFND 3 16,202 0 3,134
JABIL INC COM 466313103 1,146 39,905 SH   SOLE   39,905 0 0
JACK IN THE BOX INC. COM 466367109 570 6,684 SH   SOLE   6,684 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 2,725 46,073 SH   DFND 1 46,073 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 9,663 163,357 SH   SOLE   163,357 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,529 75,244 SH   SOLE   75,244 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,412 21,266 SH   SOLE   21,266 0 0
JOHNSON & JOHNSON COM 478160104 39,298 306,658 SH   DFND 1 306,658 0 0
JOHNSON & JOHNSON COM 478160104 115,838 903,929 SH   SOLE   903,929 0 0
JOHNSON & JOHNSON COM 478160104 1,585 12,367 SH   DFND 3 11,910 0 457
JONES LANG LASALLE INC COM 48020Q107 1,806 10,339 SH   SOLE   10,339 0 0
J2 GLOBAL INC COM 48123V102 871 11,035 SH   SOLE   11,035 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 17,294 13,600,000 SH   SOLE   13,600,000 0 0
JUNIPER NETWORKS INC COM 48203R104 1,116 45,851 SH   DFND 1 45,851 0 0
JUNIPER NETWORKS INC COM 48203R104 2,097 86,180 SH   SOLE   86,180 0 0
KAR AUCTION SERVICES INC COM 48238T109 6,551 120,865 SH   DFND 1 120,865 0 0
KAR AUCTION SERVICES INC COM 48238T109 23,247 428,903 SH   SOLE   428,903 0 0
KBR INC COM 48242W106 515 31,822 SH   SOLE   31,822 0 0
KLA-TENCOR CORPORATION COM 482480100 2,670 24,494 SH   DFND 1 24,494 0 0
KLA-TENCOR CORPORATION COM 482480100 12,545 115,079 SH   SOLE   115,079 0 0
KLX INC COM 482539103 825 11,610 SH   SOLE   11,610 0 0
K12 INC COM 48273U102 242 17,097 SH   DFND 1 17,097 0 0
K12 INC COM 48273U102 816 57,533 SH   SOLE   57,533 0 0
KADANT INC COM 48282T104 1,179 12,481 SH   DFND 1 12,481 0 0
KADANT INC COM 48282T104 4,592 48,594 SH   SOLE   48,594 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,104 10,944 SH   SOLE   10,944 0 0
KAMAN CORP COM 483548103 1,161 18,694 SH   SOLE   18,694 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 475 4,321 SH   SOLE   4,321 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 2,025 59,030 SH   SOLE   59,030 0 0
KB HOME COM 48666K109 542 19,050 SH   SOLE   19,050 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 17,601 15,550,000 SH   SOLE   15,550,000 0 0
KEANE GROUP INC COM 48669A108 374 25,289 SH   SOLE   25,289 0 0
KELLOGG CO COM 487836108 675 10,380 SH   SOLE   10,380 0 0
KELLY SERVICES INC CL A 488152208 572 19,706 SH   SOLE   19,706 0 0
KELLY SVCS INC CL A 488152208 581 20,000 SH   DFND 4 20,000 0 0
KEMET CORP COM NEW 488360207 573 31,632 SH   SOLE   31,632 0 0
KEMPER CORP COM 488401100 630 11,059 SH   SOLE   11,059 0 0
KENNAMETAL INC COM 489170100 741 18,458 SH   SOLE   18,458 0 0
KEYCORP COM 493267108 59,987 3,068,380 SH   DFND 1 3,068,380 0 0
KEYCORP COM 493267108 98,527 5,039,743 SH   SOLE   5,039,743 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 9,570 182,659 SH   DFND 1 182,659 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 36,741 701,302 SH   SOLE   701,302 0 0
KEYW HOLDING CORP/THE COM 493723100 1,279 162,712 SH   DFND 1 162,712 0 0
KEYW HOLDING CORP/THE COM 493723100 1,928 245,317 SH   SOLE   245,317 0 0
KFORCE INC COM 493732101 3,841 141,986 SH   SOLE   141,986 0 0
KFORCE INC COM 493732101 1,141 42,196 SH   DFND 1 42,196 0 0
KILROY REALTY CORP COM 49427F108 397 5,600 SH   DFND 1 5,600 0 0
KILROY REALTY CORP COM 49427F108 6,230 87,803 SH   SOLE   87,803 0 0
KIMBERLY-CLARK CORP COM 494368103 13,557 123,102 SH   DFND 1 123,102 0 0
KIMBERLY-CLARK CORP COM 494368103 23,063 209,415 SH   SOLE   209,415 0 0
KIMBERLY CLARK CORP COM 494368103 267 2,419 SH   DFND 3 2,419 0 0
KIMCO REALTY CORP COM 49446R109 343 23,832 SH   DFND 1 23,832 0 0
KIMCO REALTY CORP COM 49446R109 3,469 240,871 SH   SOLE   240,871 0 0
KINDER MORGAN INC COM 49456B101 1,207 80,153 SH   SOLE   80,153 0 0
KINDRED HEALTHCARE INC COM 494580103 562 61,405 SH   SOLE   61,405 0 0
KIRBY CORP COM 497266106 49,142 638,620 SH   SOLE   638,620 0 0
KIRBY CORP COM 497266106 28,743 373,533 SH   DFND 1 373,533 0 0
KIRKLAND'S INC COM 497498105 101 10,389 SH   SOLE   10,389 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 1,578 103,596 SH   SOLE   103,596 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 1,337 29,056 SH   SOLE   29,056 0 0
KNOWLES CORP COM 49926D109 255 20,258 SH   SOLE   20,258 0 0
KOHLS CORP COM 500255104 461 7,035 SH   SOLE   7,035 0 0
KOPIN CORP COM 500600101 118 37,800 SH   SOLE   37,800 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,540 37,461 SH   SOLE   37,461 0 0
KOPPERS HOLDINGS INC COM 50060P106 295 7,168 SH   DFND 1 7,168 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 1,962 38,034 SH   SOLE   38,034 0 0
KRAFT HEINZ CO/THE COM 500754106 1,552 24,917 SH   SOLE   24,917 0 0
KRATON CORP COM 50077C106 1,017 21,314 SH   SOLE   21,314 0 0
KROGER CO COM 501044101 889 37,123 SH   SOLE   37,123 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 1,174 46,954 SH   DFND 1 46,954 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 2,185 87,384 SH   SOLE   87,384 0 0
L BRANDS INC COM 501797104 394 10,306 SH   SOLE   10,306 0 0
LHC GROUP INC COM 50187A107 1,127 18,313 SH   SOLE   18,313 0 0
LGI HOMES INC COM 50187T106 848 12,014 SH   SOLE   12,014 0 0
LKQ CORP COM 501889208 8,391 221,112 SH   SOLE   221,112 0 0
LCI INDUSTRIES COM 50189K103 1,750 16,807 SH   SOLE   16,807 0 0
LSB INDUSTRIES INC COM 502160104 80 13,057 SH   SOLE   13,057 0 0
LTC PROPERTIES INC COM 502175102 1,569 41,291 SH   SOLE   41,291 0 0
LSC COMMUNICATIONS INC COM 50218P107 397 22,738 SH   SOLE   22,738 0 0
L-3 TECHNOLOGIES INC COM 502413107 3,838 18,450 SH   DFND 1 18,450 0 0
L-3 TECHNOLOGIES INC COM 502413107 11,858 57,011 SH   SOLE   57,011 0 0
LA-Z-BOY INC COM 505336107 312 10,417 SH   DFND 1 10,417 0 0
LA-Z-BOY INC COM 505336107 1,944 64,897 SH   SOLE   64,897 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 455 2,814 SH   DFND 1 2,814 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 2,619 16,192 SH   SOLE   16,192 0 0
LAKELAND BANCORP INC COM 511637100 368 18,554 SH   DFND 1 18,554 0 0
LAKELAND BANCORP INC COM 511637100 1,326 66,821 SH   SOLE   66,821 0 0
LAKELAND BANCORP INC COM 511637100 1,106 55,718 SH   DFND 3 55,718 0 0
LAM RESEARCH CORP COM 512807108 17,614 86,702 SH   SOLE   86,702 0 0
LAM RESEARCH CORP COM 512807108 4,237 20,856 SH   DFND 1 20,856 0 0
LAM RESEARCH CORP COM 512807108 253 1,245 SH   DFND 3 1,245 0 0
LAMAR ADVERTISING CO CL A 512816109 297 4,673 SH   DFND 1 4,673 0 0
LAMAR ADVERTISING CO CL A 512816109 3,189 50,090 SH   SOLE   50,090 0 0
LAMB WESTON HLD COM 513272104 1,929 33,133 SH   SOLE   33,133 0 0
LANCASTER COLONY CORP. COM 513847103 544 4,414 SH   SOLE   4,414 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 391 23,463 SH   DFND 3 23,463 0 0
LANDSTAR SYSTEM INC COM 515098101 1,044 9,519 SH   SOLE   9,519 0 0
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LANTHEUS HOLDINGS INC COM 516544103 304 19,136 SH   SOLE   19,136 0 0
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ESTEE LAUDER COS INC/THE CL A 518439104 3,047 20,351 SH   SOLE   20,351 0 0
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LIGAND PHARMACEUTICALS INC COM NEW 53220K504 2,347 14,213 SH   SOLE   14,213 0 0
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LIFE STORAGE INC COM 53223X107 216 2,584 SH   DFND 1 2,584 0 0
ELI LILLY & CO COM 532457108 826 10,675 SH   DFND 1 10,675 0 0
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LIVEPERSON INC COM 538146101 576 35,257 SH   SOLE   35,257 0 0
LOCKHEED MARTIN CORP COM 539830109 2,371 7,016 SH   DFND 1 7,016 0 0
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LOGMEIN INC COM 54142L109 1,382 11,956 SH   SOLE   11,956 0 0
LOUISIANA-PACIFIC CORP COM 546347105 939 32,633 SH   SOLE   32,633 0 0
LOWE'S COMPANIES INC COM 548661107 49,861 568,216 SH   DFND 1 568,216 0 0
LOWE'S COMPANIES INC COM 548661107 115,117 1,311,870 SH   SOLE   1,311,870 0 0
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LYDALL INC COM 550819106 536 11,100 SH   SOLE   11,100 0 0
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MSC INDUSTRIAL DIRECT CO. CL A 553530106 965 10,527 SH   SOLE   10,527 0 0
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MTGE INVESTMENT CORP COM 55378A105 744 41,545 SH   DFND 1 41,545 0 0
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MACERICH CO COM 554382101 349 6,225 SH   DFND 1 6,225 0 0
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MACQUARIE INFRASTRUCTURE CORP NOTE 2.875% 7/1 55608BAA3 6,120 6,190,000 SH   SOLE   6,190,000 0 0
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MACY'S INC COM 55616P104 378 12,712 SH   SOLE   12,712 0 0
STEVEN MADDEN LTD COM 556269108 1,563 35,593 SH   SOLE   35,593 0 0
MAGELLAN HEALTH INC COM NEW 559079207 9,655 90,152 SH   SOLE   90,152 0 0
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MAGNA INTERNATIONAL INC COM 559222401 18,825 334,073 SH   DFND 1 334,073 0 0
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MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,621 39,887 SH   DFND 3 39,887 0 0
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MATSON INC COM 57686G105 786 27,432 SH   SOLE   27,432 0 0
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MAXLINEAR INC COM 57776J100 933 41,023 SH   SOLE   41,023 0 0
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MID-AMERICA APARTMENT COMM COM 59522J103 2,007 21,995 SH   DFND 1 21,995 0 0
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MIDWESTONE FINANCIAL GROUP INC COM 598511103 1,844 55,390 SH   DFND 1 55,390 0 0
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MILACRON HOLDINGS CORP COM 59870L106 1,961 97,352 SH   SOLE   97,352 0 0
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MOBILE MINI INC COM 60740F105 1,299 29,851 SH   SOLE   29,851 0 0
MODINE MANUFACTURING CO COM 607828100 1,300 61,450 SH   DFND 1 61,450 0 0
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MOHAWK INDUSTRIES INC COM 608190104 612 2,637 SH   SOLE   2,637 0 0
MOLINA HEALTHCARE INC COM 60855R100 873 10,748 SH   SOLE   10,748 0 0
MOLSON COORS BREWING CO CL B 60871R209 581 7,711 SH   SOLE   7,711 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 938 51,696 SH   SOLE   51,696 0 0
MONARCH CASINO & RESORT INC COM 609027107 310 7,331 SH   SOLE   7,331 0 0
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MONRO INC COM 610236101 1,184 22,088 SH   SOLE   22,088 0 0
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MURPHY USA INC COM 626755102 535 7,351 SH   SOLE   7,351 0 0
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NIC INC COM 62914B100 568 42,739 SH   SOLE   42,739 0 0
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POWERSHARES SENIOR LN PORT 73936Q769 13,204 570,875 SH   SOLE   570,875 0 0
POWERSHARES PFD PORTFOLIO 73936T565 262 17,948 SH   DFND 1 17,948 0 0
POWERSHARES PFD PORTFOLIO 73936T565 277 18,944 SH   SOLE   18,944 0 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 204 7,239 SH   DFND 3 7,239 0 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 226 5,062 SH   DFND 3 5,062 0 0
POWERSHARES VAR RATE PFD POR 73937B597 335 13,300 SH   DFND 1 13,300 0 0
POWERSHARES VAR RATE PFD POR 73937B597 712 28,300 SH   SOLE   28,300 0 0
PRAXAIR INC COM 74005P104 1,724 11,948 SH   SOLE   11,948 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 405 12,012 SH   SOLE   12,012 0 0
T ROWE PRICE GROUP INC COM 74144T108 1,092 10,112 SH   SOLE   10,112 0 0
PRICELINE GROUP INC/THE NOTE 0.350% 6/1 741503AS5 19,587 12,200,000 SH   SOLE   12,200,000 0 0
PRICELINE GROUP INC/THE NOTE 0.900% 9/1 741503AX4 3,495 2,800,000 SH   SOLE   2,800,000 0 0
PRIMERICA INC COM 74164M108 9,380 97,100 SH   DFND 1 97,100 0 0
PRIMERICA INC COM 74164M108 15,124 156,566 SH   SOLE   156,566 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 2,400 39,406 SH   DFND 1 39,406 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 11,400 187,164 SH   SOLE   187,164 0 0
PROASSURANCE CORP COM 74267C106 1,744 35,927 SH   SOLE   35,927 0 0
PROCTER & GAMBLE CO COM 742718109 8,431 106,342 SH   SOLE   106,342 0 0
PROCTER AND GAMBLE CO COM 742718109 3,131 39,496 SH   DFND 3 17,259 0 22,237
PROGENICS PHARMACEUTICALS INC COM 743187106 343 45,972 SH   SOLE   45,972 0 0
PROGRESS SOFTWARE CORP. COM 743312100 1,469 38,212 SH   DFND 1 38,212 0 0
PROGRESS SOFTWARE CORP. COM 743312100 6,144 159,796 SH   SOLE   159,796 0 0
PROGRESSIVE CORP COM 743315103 10,554 173,223 SH   SOLE   173,223 0 0
PROLOGIS INC COM 74340W103 2,583 41,000 SH   DFND 1 41,000 0 0
PROLOGIS INC COM 74340W103 22,900 363,545 SH   SOLE   363,545 0 0
PROOFPOINT INC COM 743424103 8,243 72,534 SH   DFND 1 72,534 0 0
PROOFPOINT INC COM 743424103 20,486 180,259 SH   SOLE   180,259 0 0
PROSHARES ULTRA PSHS ULT S&P 500 74347R107 2,298 21,789 SH   DFND 1 21,789 0 0
PROSHARES ULTRA PSHS ULT S&P 500 74347R107 7,486 70,969 SH   SOLE   70,969 0 0
PROSPECT CAPITAL CORP NOTE 5.875% 1/1 74348TAM4 3,566 3,500,000 SH   SOLE   3,500,000 0 0
PROSPECT CAPITAL CORP NOTE 4.750% 4/1 74348TAQ5 6,509 6,500,000 SH   SOLE   6,500,000 0 0
PROSPECT CAPITAL CORP NOTE 4.950% 7/1 74348TAR3 1,995 2,000,000 SH   SOLE   2,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,144 15,756 SH   SOLE   15,756 0 0
PROTO LABS INC COM 743713109 1,978 16,829 SH   SOLE   16,829 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 501 7,240 SH   SOLE   7,240 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 3,545 138,547 SH   DFND 1 138,547 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 14,138 552,485 SH   SOLE   552,485 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 7,883 76,125 SH   DFND 1 76,125 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 21,246 205,175 SH   SOLE   205,175 0 0
PRUDENTIAL FINANCIAL INC COM 74433A109 273 19,675 SH   SOLE   19,675 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 55,018 1,095,106 SH   SOLE   1,095,106 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 31,025 617,540 SH   DFND 1 617,540 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 451 8,972 SH   DFND 3 8,972 0 0
PUBLIC STORAGE COM 74460D109 17,503 87,347 SH   SOLE   87,347 0 0
PUBLIC STORAGE COM 74460D109 2,226 11,110 SH   DFND 1 11,110 0 0
PULTEGROUP INC COM 745867101 333 11,286 SH   SOLE   11,286 0 0
QCR HOLDINGS INC COM 74727A104 1,066 23,771 SH   DFND 1 23,771 0 0
QCR HOLDINGS INC COM 74727A104 3,588 79,996 SH   SOLE   79,996 0 0
QUAD/GRAPHICS INC COM CL A 747301109 652 25,735 SH   SOLE   25,735 0 0
QUAKER CHEMICAL CORP COM 747316107 1,325 8,945 SH   SOLE   8,945 0 0
QEP RESOURCES INC COM 74733V100 533 54,491 SH   SOLE   54,491 0 0
QTS REALTY TRUST INC COM CL A 74736A103 424 11,700 SH   SOLE   11,700 0 0
QORVO INC COM 74736K101 374 5,311 SH   SOLE   5,311 0 0
Q2 HOLDINGS INC COM 74736L109 5,802 127,380 SH   DFND 1 127,380 0 0
Q2 HOLDINGS INC COM 74736L109 12,980 284,953 SH   SOLE   284,953 0 0
QUALCOMM INC COM 747525103 3,409 61,522 SH   SOLE   61,522 0 0
QUALCOMM INC COM 747525103 517 9,330 SH   DFND 3 9,330 0 0
QUALITY CARE PROPERTIES INC COM 747545101 1,063 54,704 SH   SOLE   54,704 0 0
QUALITY SYSTEMS INC COM 747582104 418 30,601 SH   SOLE   30,601 0 0
QUALYS INC COM 74758T303 1,589 21,839 SH   SOLE   21,839 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 391 22,497 SH   SOLE   22,497 0 0
QUANTA SERVICES INC COM 74762E102 222 6,457 SH   SOLE   6,457 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 3,260 237,957 SH   DFND 1 237,957 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 8,127 593,242 SH   SOLE   593,242 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,231 32,218 SH   SOLE   32,218 0 0
QUINSTREET INC COM 74874Q100 293 22,939 SH   SOLE   22,939 0 0
QUORUM HEALTH CORP COM 74909E106 151 18,459 SH   SOLE   18,459 0 0
RLI CORP COM 749607107 1,662 26,220 SH   SOLE   26,220 0 0
RLJ LODGING TRUST COM 74965L101 643 33,084 SH   SOLE   33,084 0 0
RPC INC COM 749660106 2,931 162,550 SH   DFND 1 162,550 0 0
RPC INC COM 749660106 4,426 245,490 SH   SOLE   245,490 0 0
RH COM 74967X103 1,215 12,757 SH   SOLE   12,757 0 0
RPM INTERNATIONAL INC COM 749685103 2,332 48,910 SH   DFND 1 48,910 0 0
RPM INTERNATIONAL INC COM 749685103 8,216 172,357 SH   SOLE   172,357 0 0
RPM INTERNATIONAL INC NOTE 2.250%12/1 749685AT0 170 151,000 SH   DFND 1 151,000 0 0
RPM INTERNATIONAL INC NOTE 2.250%12/1 749685AT0 4,642 4,134,000 SH   SOLE   4,134,000 0 0
RPX CORP COM 74972G103 1,149 107,446 SH   SOLE   107,446 0 0
RPX CORP COM 74972G103 349 32,683 SH   DFND 1 32,683 0 0
RADIANT LOGISTICS INC COM 75025X100 113 29,090 SH   DFND 1 29,090 0 0
RADIANT LOGISTICS INC COM 75025X100 379 97,950 SH   SOLE   97,950 0 0
RADNET INC COM 750491102 743 51,572 SH   DFND 1 51,572 0 0
RADNET INC COM 750491102 2,500 173,582 SH   SOLE   173,582 0 0
RAMBUS INC. COM 750917106 993 73,932 SH   SOLE   73,932 0 0
RALPH LAUREN CORP CL A 751212101 258 2,311 SH   SOLE   2,311 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 284 22,937 SH   DFND 1 22,937 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 1,947 157,555 SH   SOLE   157,555 0 0
RAVEN INDUSTRIES INC COM 754212108 6,209 177,148 SH   DFND 1 177,148 0 0
RAVEN INDUSTRIES INC COM 754212108 10,246 292,312 SH   SOLE   292,312 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 367 4,106 SH   DFND 1 4,106 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,672 18,699 SH   SOLE   18,699 0 0
RAYONIER INC COM 754907103 253 7,200 SH   DFND 1 7,200 0 0
RAYONIER INC COM 754907103 2,721 77,355 SH   SOLE   77,355 0 0
RAYONIER ADVANCED MATERIALS IN COM 75508B104 717 33,409 SH   SOLE   33,409 0 0
RAYTHEON COMPANY COM NEW 755111507 30,882 143,090 SH   SOLE   143,090 0 0
RAYTHEON COMPANY COM NEW 755111507 5,232 24,242 SH   DFND 1 24,242 0 0
RE/MAX HOLDINGS INC CL A 75524W108 592 9,790 SH   DFND 1 9,790 0 0
RE/MAX HOLDINGS INC CL A 75524W108 2,707 44,788 SH   SOLE   44,788 0 0
REALTY INCOME CORP COM 756109104 815 15,750 SH   DFND 1 15,750 0 0
REALTY INCOME CORP COM 756109104 6,766 130,787 SH   SOLE   130,787 0 0
RED HAT INC COM 756577102 124,036 829,620 SH   DFND 1 829,620 0 0
RED HAT INC COM 756577102 191,876 1,283,363 SH   SOLE   1,283,363 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 342 169,000 SH   DFND 1 169,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 26,880 13,293,000 SH   SOLE   13,293,000 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 484 8,349 SH   SOLE   8,349 0 0
REGAL-BELOIT CORP COM 758750103 736 10,031 SH   SOLE   10,031 0 0
REGAL BELOIT CORP COM 758750103 338 4,610 SH   DFND 3 4,610 0 0
REGENCY CENTERS CORP COM 758849103 503 8,525 SH   DFND 1 8,525 0 0
REGENCY CENTERS CORP COM 758849103 6,210 105,293 SH   SOLE   105,293 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,107 3,214 SH   SOLE   3,214 0 0
REGIS CORP COM 758932107 343 22,646 SH   SOLE   22,646 0 0
REGIONS FINANCIAL CORP COM 7591EP100 704 37,870 SH   DFND 1 37,870 0 0
REGIONS FINANCIAL CORP COM 7591EP100 3,185 171,400 SH   SOLE   171,400 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 2,270 14,741 SH   SOLE   14,741 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 5,881 68,586 SH   DFND 1 68,586 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 20,893 243,674 SH   SOLE   243,674 0 0
RENASANT CORP COM 75970E107 1,322 31,064 SH   DFND 3 31,064 0 0
REPLIGEN CORP COM 759916109 882 24,375 SH   SOLE   24,375 0 0
RENT-A-CENTER INC COM 76009N100 297 34,448 SH   SOLE   34,448 0 0
REPUBLIC SERVICES INC COM 760759100 6,563 99,088 SH   SOLE   99,088 0 0
RESMED INC COM 761152107 583 5,922 SH   SOLE   5,922 0 0
RESOURCES CONNECTION INC COM 76122Q105 576 35,576 SH   SOLE   35,576 0 0
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 2,642 149,540 SH   SOLE   149,540 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 898 77,055 SH   DFND 1 77,055 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 3,624 310,819 SH   SOLE   310,819 0 0
REX AMERICAN RESOURCES CORP COM 761624105 270 3,710 SH   SOLE   3,710 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 852 29,578 SH   SOLE   29,578 0 0
RING ENERGY INC COM 76680V108 3,991 278,138 SH   DFND 1 278,138 0 0
RING ENERGY INC COM 76680V108 6,533 455,274 SH   SOLE   455,274 0 0
ROADRUNNER TRANSPORTATION SYST COM 76973Q105 52 20,393 SH   SOLE   20,393 0 0
ROBERT HALF INTL INC COM 770323103 303 5,231 SH   SOLE   5,231 0 0
ROCKWELL AUTOMATION INC COM 773903109 934 5,362 SH   SOLE   5,362 0 0
ROCKWELL COLLINS INC COM 774341101 916 6,794 SH   SOLE   6,794 0 0
ROGERS CORP COM 775133101 7,296 61,033 SH   DFND 1 61,033 0 0
ROGERS CORP COM 775133101 14,356 120,090 SH   SOLE   120,090 0 0
ROLLINS INC COM 775711104 1,109 21,727 SH   SOLE   21,727 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,666 23,750 SH   DFND 1 23,750 0 0
ROPER TECHNOLOGIES INC COM 776696106 20,791 74,072 SH   SOLE   74,072 0 0
ROSS STORES INC COM 778296103 11,210 143,754 SH   SOLE   143,754 0 0
ROSS STORES INC COM 778296103 3,442 44,138 SH   DFND 1 44,138 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 219 3,435 SH   DFND 3 3,170 0 265
ROYAL GOLD INC COM 780287108 1,274 14,835 SH   SOLE   14,835 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 5,230 188,819 SH   SOLE   188,819 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 1,393 50,290 SH   DFND 1 50,290 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 461 18,841 SH   SOLE   18,841 0 0
RYDER SYSTEM INC COM 783549108 875 12,021 SH   SOLE   12,021 0 0
RYERSON HOLDING CORP COM 783754104 192 23,506 SH   DFND 1 23,506 0 0
RYERSON HOLDING CORP COM 783754104 645 79,140 SH   SOLE   79,140 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 1,412 18,232 SH   DFND 1 18,232 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 4,797 61,937 SH   SOLE   61,937 0 0
S&T BANCORP INC COM 783859101 904 22,636 SH   SOLE   22,636 0 0
S&P GLOBAL INC COM 78409V104 2,033 10,642 SH   SOLE   10,642 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 22,530 131,819 SH   SOLE   131,819 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 5,789 33,868 SH   DFND 1 33,868 0 0
SEI INVESTMENTS COMPANY COM 784117103 2,235 29,841 SH   SOLE   29,841 0 0
SL GREEN REALTY CORP COM 78440X101 504 5,200 SH   DFND 1 5,200 0 0
SL GREEN REALTY CORP COM 78440X101 5,896 60,889 SH   SOLE   60,889 0 0
SLM CORP COM 78442P106 3,110 277,446 SH   DFND 1 277,446 0 0
SLM CORP COM 78442P106 8,808 785,749 SH   SOLE   785,749 0 0
SM ENERGY COMPANY COM 78454L100 804 44,609 SH   SOLE   44,609 0 0
SPDR TR UNIT 78462F103 108,682 413,005 SH   SOLE   413,005 0 0
SPDR TR UNIT 78462F103 31,475 119,609 SH   DFND 1 119,609 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 37,371 142,014 SH   DFND 3 140,162 0 1,852
SPX CORPORATION COM 784635104 2,421 74,533 SH   DFND 1 74,533 0 0
SPX CORPORATION COM 784635104 8,950 275,560 SH   SOLE   275,560 0 0
SPS COMMERCE INC COM 78463M107 713 11,122 SH   SOLE   11,122 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 5,353 42,556 SH   DFND 3 42,150 0 406
SPDR SERIES TRUST PRTFLO S&P500 GW 78464A409 2,279 67,992 SH   DFND 3 67,893 0 99
SPDR BLOOMBERG BRCLYS 78464A417 1,877 52,364 SH   SOLE   52,364 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 11,355 316,747 SH   DFND 2 0 0 0
SPDR SERIES TRUST PRTFLO S&P500 VL 78464A508 2,459 83,630 SH   DFND 3 83,368 0 262
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 406 13,756 SH   DFND 3 13,756 0 0
SPDR S&P OILGAS EXP 78464A730 1,867 53,000 SH   DFND 1 53,000 0 0
SPDR S&P OILGAS EXP 78464A730 2,052 58,250 SH   SOLE   58,250 0 0
SPDR S&P METALS MNG 78464A755 3,932 115,510 SH   DFND 1 115,510 0 0
SPDR S&P METALS MNG 78464A755 5,923 173,990 SH   SOLE   173,990 0 0
SPDR S&P BIOTECH 78464A870 15,519 176,890 SH   SOLE   176,890 0 0
SPDR S&P BIOTECH 78464A870 7,781 88,696 SH   DFND 1 88,696 0 0
SPDR S&P HOMEBUILD 78464A888 1,828 44,803 SH   SOLE   44,803 0 0
SPDR S&P HOMEBUILD 78464A888 990 24,262 SH   DFND 1 24,262 0 0
SS&C TECHNOLOGIES HOLDINGS INC COM 78467J100 2,763 51,515 SH   DFND 1 51,515 0 0
SS&C TECHNOLOGIES HOLDINGS INC COM 78467J100 6,890 128,454 SH   SOLE   128,454 0 0
SP PLUS CORP COM 78469C103 630 17,700 SH   DFND 1 17,700 0 0
SP PLUS CORP COM 78469C103 2,117 59,477 SH   SOLE   59,477 0 0
SPX FLOW INC COM 78469X107 1,860 37,818 SH   DFND 1 37,818 0 0
SPX FLOW INC COM 78469X107 7,670 155,919 SH   SOLE   155,919 0 0
SRC ENERGY INC COM 78470V108 1,534 162,676 SH   SOLE   162,676 0 0
SVB FINANCIAL GROUP COM 78486Q101 5,839 24,330 SH   DFND 1 24,330 0 0
SVB FINANCIAL GROUP COM 78486Q101 16,808 70,031 SH   SOLE   70,031 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,326 131,768 SH   SOLE   131,768 0 0
SABRE CORP COM 78573M104 1,105 51,494 SH   SOLE   51,494 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 755 9,830 SH   SOLE   9,830 0 0
SAGE THERAPEUTICS INC COM 78667J108 981 6,090 SH   DFND 1 6,090 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,453 15,232 SH   SOLE   15,232 0 0
SAIA INC COM 78709Y105 1,479 19,684 SH   DFND 1 19,684 0 0
SAIA INC COM 78709Y105 4,985 66,332 SH   SOLE   66,332 0 0
SAILPOINT TECHNOLOGIES HOLDING COM 78781P105 7,272 351,473 SH   DFND 1 351,473 0 0
SAILPOINT TECHNOLOGIES HOLDING COM 78781P105 13,902 671,927 SH   SOLE   671,927 0 0
SALESFORCE.COM INC COM 79466L302 67,581 581,092 SH   DFND 1 581,092 0 0
SALESFORCE.COM INC COM 79466L302 162,835 1,400,126 SH   SOLE   1,400,126 0 0
SALLY BEAUTY CO INC COM 79546E104 479 29,091 SH   SOLE   29,091 0 0
SANDERSON FARMS INC COM 800013104 539 4,526 SH   SOLE   4,526 0 0
SANDY SPRING BANCORP INC COM 800363103 2,271 58,586 SH   DFND 1 58,586 0 0
SANDY SPRING BANCORP INC COM 800363103 8,358 215,645 SH   SOLE   215,645 0 0
JOHN B SANFILIPPO & SON INC COM 800422107 7,613 131,560 SH   DFND 1 131,560 0 0
JOHN B SANFILIPPO & SON INC COM 800422107 11,808 204,051 SH   SOLE   204,051 0 0
SANMINA CORP COM 801056102 1,215 46,451 SH   SOLE   46,451 0 0
SANTANDER CONSUMER USA HOLDING COM 80283M101 13,729 842,262 SH   SOLE   842,262 0 0
SANTANDER CONSUMER USA HOLDING COM 80283M101 8,131 498,864 SH   DFND 1 498,864 0 0
SAUL CENTERS INC COM 804395101 306 5,999 SH   DFND 1 5,999 0 0
SAUL CENTERS INC COM 804395101 1,750 34,333 SH   SOLE   34,333 0 0
SCANA CORP COM 80589M102 223 5,951 SH   SOLE   5,951 0 0
SCANSOURCE INC COM 806037107 298 8,381 SH   DFND 1 8,381 0 0
SCANSOURCE INC COM 806037107 1,591 44,759 SH   SOLE   44,759 0 0
HENRY SCHEIN INC COM 806407102 440 6,550 SH   SOLE   6,550 0 0
SCHLUMBERGER LTD COM 806857108 3,803 58,712 SH   SOLE   58,712 0 0
SCHLUMBERGER LTD COM 806857108 363 5,601 SH   DFND 3 5,601 0 0
SCHOLASTIC CORP COM 807066105 695 17,891 SH   SOLE   17,891 0 0
A SCHULMAN INC COM 808194104 816 18,969 SH   SOLE   18,969 0 0
SCHWAB (CHARLES) CORP COM 808513105 2,600 49,793 SH   SOLE   49,793 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 207 3,000 SH   DFND 3 3,000 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 6,912 176,557 SH   SOLE   176,557 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,770 45,216 SH   DFND 1 45,216 0 0
SCIENCE APPLICATIONS INTERNATI COM 808625107 773 9,812 SH   SOLE   9,812 0 0
SCIENTIFIC GAMES CORP COM 80874P109 500 12,031 SH   SOLE   12,031 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 4,943 57,648 SH   DFND 1 57,648 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 8,297 96,756 SH   SOLE   96,756 0 0
EW SCRIPPS CO CL A NEW 811054402 427 35,613 SH   SOLE   35,613 0 0
SEABOARD CORP COM 811543107 478 112 SH   SOLE   112 0 0
SEACOAST BANKING CORP OF FLORI COM NEW 811707801 19,857 750,161 SH   SOLE   750,161 0 0
SEACOAST BANKING CORP OF FLORI COM NEW 811707801 10,503 396,798 SH   DFND 1 396,798 0 0
SEACOR HOLDINGS INC COM 811904101 554 10,833 SH   SOLE   10,833 0 0
SEALED AIR CORP COM 81211K100 299 6,986 SH   SOLE   6,986 0 0
SPDR SBI MATERIALS 81369Y100 7,287 127,984 SH   DFND 1 127,984 0 0
SPDR SBI MATERIALS 81369Y100 13,457 236,334 SH   SOLE   236,334 0 0
SPDR ENERGY 81369Y506 1,726 25,604 SH   DFND 1 25,604 0 0
SPDR ENERGY 81369Y506 1,948 28,896 SH   SOLE   28,896 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 349 5,165 SH   DFND 3 5,126 0 39
SPDR SBI INT-UTILS 81369Y886 4,209 83,305 SH   DFND 1 83,305 0 0
SPDR SBI INT-UTILS 81369Y886 7,773 153,830 SH   SOLE   153,830 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 1,241 71,914 SH   SOLE   71,914 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 2,885 47,534 SH   SOLE   47,534 0 0
SEMTECH CORP COM 816850101 1,745 44,694 SH   SOLE   44,694 0 0
SEMPRA ENERGY COM 816851109 1,165 10,478 SH   SOLE   10,478 0 0
SENECA FOODS CORP CL A 817070501 747 26,958 SH   SOLE   26,958 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 208 13,256 SH   DFND 1 13,256 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 2,503 159,807 SH   SOLE   159,807 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 9,193 130,252 SH   DFND 1 130,252 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 14,455 204,801 SH   SOLE   204,801 0 0
SEQUANS COMMUNICATIONS SA SPONSORED ADS 817323108 485 288,431 SH   DFND 1 288,431 0 0
SEQUANS COMMUNICATIONS SA SPONSORED ADS 817323108 1,209 719,680 SH   SOLE   719,680 0 0
SERVICE CORP INTERNATIONAL COM 817565104 1,605 42,518 SH   SOLE   42,518 0 0
SERVICENOW INC COM 81762P102 5,430 32,819 SH   DFND 1 32,819 0 0
SERVICENOW INC COM 81762P102 15,746 95,169 SH   SOLE   95,169 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,237 30,313 SH   SOLE   30,313 0 0
SHAKE SHACK INC CL A 819047101 531 12,766 SH   SOLE   12,766 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 1,347 3,434 SH   SOLE   3,434 0 0
SHUTTERFLY INC COM 82568P304 1,778 21,888 SH   SOLE   21,888 0 0
SHUTTERSTOCK INC COM 825690100 570 11,843 SH   SOLE   11,843 0 0
SIGNATURE BANK COM 82669G104 1,726 12,160 SH   SOLE   12,160 0 0
SILICON LABORATORIES INC COM 826919102 867 9,647 SH   SOLE   9,647 0 0
SILGAN HOLDINGS INC COM 827048109 467 16,754 SH   SOLE   16,754 0 0
SIMMONS FIRST NATIONAL CORP CL A $1 PAR 828730200 1,502 52,786 SH   SOLE   52,786 0 0
SIMON PROPERTY GROUP INC COM 828806109 32,494 210,520 SH   SOLE   210,520 0 0
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SITEONE LANDSCAPE SUPPLY INC COM 82982L103 23,962 311,028 SH   DFND 1 311,028 0 0
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SIX FLAGS ENTERTAINMENT CORP COM 83001A102 39,413 633,044 SH   DFND 1 633,044 0 0
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SKECHERS USA INC-CL A CL A 830566105 1,233 31,716 SH   SOLE   31,716 0 0
SKYWEST INC COM 830879102 1,897 34,878 SH   SOLE   34,878 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 769 7,668 SH   SOLE   7,668 0 0
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SMITH (A.O.) CORP COM 831865209 387 6,085 SH   SOLE   6,085 0 0
JM SMUCKER COMPANY COM NEW 832696405 588 4,740 SH   SOLE   4,740 0 0
SNAP-ON INC COM 833034101 351 2,379 SH   SOLE   2,379 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,279 24,313 SH   SOLE   24,313 0 0
SONIC CORP COM 835451105 658 26,070 SH   SOLE   26,070 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 301 15,892 SH   SOLE   15,892 0 0
SONOCO PRODUCTS CO COM 835495102 1,088 22,437 SH   SOLE   22,437 0 0
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SPARTANNASH CO COM 847215100 347 20,157 SH   DFND 1 20,157 0 0
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SPIRE INC COM 84857L101 401 5,548 SH   DFND 1 5,548 0 0
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SPIRIT REALTY CAPITAL INC NOTE 2.875% 5/1 84860WAA0 7,810 7,850,000 SH   SOLE   7,850,000 0 0
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SPOK HOLDINGS INC COM 84863T106 192 12,865 SH   SOLE   12,865 0 0
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STANDEX INTERNATIONAL CORP COM 854231107 350 3,674 SH   DFND 1 3,674 0 0
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STANLEY BLACK & DECKER UNIT 05/15/2020 854502887 14,244 124,300 SH   SOLE   124,300 0 0
STARBUCKS CORP COM 855244109 5,728 98,941 SH   SOLE   98,941 0 0
STATE AUTO FINANCIAL CORP COM 855707105 3,719 130,161 SH   DFND 1 130,161 0 0
STATE AUTO FINANCIAL CORP COM 855707105 5,643 197,509 SH   SOLE   197,509 0 0
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STARWOOD PROPERTY TRUST INC NOTE 4.000% 1/1 85571BAB1 15,364 14,275,000 SH   SOLE   14,275,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.375% 4/0 85571BAH8 2,010 2,000,000 SH   SOLE   2,000,000 0 0
STATE BANK FINANCIAL CORP COM 856190103 553 18,412 SH   DFND 1 18,412 0 0
STATE BANK FINANCIAL CORP COM 856190103 1,980 65,976 SH   SOLE   65,976 0 0
STATE STREET CORP COM 857477103 33,181 332,712 SH   DFND 1 332,712 0 0
STATE STREET CORP COM 857477103 55,989 561,401 SH   SOLE   561,401 0 0
STEEL DYNAMICS INC COM 858119100 70,486 1,593,989 SH   DFND 1 1,593,989 0 0
STEEL DYNAMICS INC COM 858119100 86,295 1,951,486 SH   SOLE   1,951,486 0 0
STEPAN CO COM 858586100 1,698 20,408 SH   SOLE   20,408 0 0
STERICYCLE INC COM 858912108 208 3,562 SH   SOLE   3,562 0 0
STERLING BANCORP/DE COM 85917A100 10,534 467,130 SH   DFND 1 467,130 0 0
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STEWART INFORMATION SVCS CORP COM 860372101 672 15,285 SH   SOLE   15,285 0 0
STIFEL FINANCIAL CORP COM 860630102 15,470 261,186 SH   SOLE   261,186 0 0
STIFEL FINANCIAL CORP COM 860630102 8,218 138,746 SH   DFND 1 138,746 0 0
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STORE CAPITAL CORP COM 862121100 1,019 41,046 SH   SOLE   41,046 0 0
STRAYER EDUCATION, INC. COM 863236105 695 6,880 SH   SOLE   6,880 0 0
STRYKER CORP COM 863667101 2,403 14,934 SH   SOLE   14,934 0 0
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STURM RUGER & CO INC COM 864159108 588 11,198 SH   SOLE   11,198 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 1,534 112,726 SH   DFND 1 112,726 0 0
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SUPERIOR INDUSTRIES INT'L INC COM 868168105 199 14,962 SH   SOLE   14,962 0 0
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SUPERVALU INC COM NEW 868536301 378 24,826 SH   SOLE   24,826 0 0
SURMODICS INC COM 868873100 323 8,490 SH   SOLE   8,490 0 0
SYKES ENTERPRISES INC. COM 871237103 745 25,744 SH   SOLE   25,744 0 0
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SYSTEMAX INC COM 871851101 586 20,533 SH   SOLE   20,533 0 0
TCF FINANCIAL CORP COM 872275102 888 38,935 SH   SOLE   38,935 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 3,807 64,275 SH   DFND 1 64,275 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 11,042 186,432 SH   SOLE   186,432 0 0
TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 2,977 2,894,000 SH   SOLE   2,894,000 0 0
TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,385 1,375,000 SH   SOLE   1,375,000 0 0
TJX COMPANIES INC COM 872540109 2,374 29,103 SH   SOLE   29,103 0 0
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TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 2,244 2,200,000 SH   SOLE   2,200,000 0 0
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TTM TECHNOLOGIES COM 87305R109 949 62,038 SH   SOLE   62,038 0 0
TTM TECHNOLOGIES NOTE 1.750%12/1 87305RAD1 14,791 8,900,000 SH   SOLE   8,900,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 335 8,640 SH   SOLE   8,640 0 0
TACTILE SYSTEMS TECHNOLOGY INC COM 87357P100 4,360 137,095 SH   DFND 1 137,095 0 0
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TAILORED BRANDS INC COM 87403A107 797 31,821 SH   SOLE   31,821 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 468 4,791 SH   SOLE   4,791 0 0
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TANGER FACTORY OUTLET CENTERS COM 875465106 1,578 71,723 SH   SOLE   71,723 0 0
TAPESTRY INC COM 876030107 624 11,868 SH   SOLE   11,868 0 0
TARGET CORPORATION COM 87612E106 1,575 22,685 SH   SOLE   22,685 0 0
TAUBMAN CENTERS INC COM 876664103 2,713 47,668 SH   SOLE   47,668 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 303 13,000 SH   SOLE   13,000 0 0
TEAM INC COM 878155100 265 19,259 SH   SOLE   19,259 0 0
TECH DATA CORP COM 878237106 666 7,826 SH   SOLE   7,826 0 0
TEGNA INC COM 87901J105 555 48,687 SH   SOLE   48,687 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,561 8,342 SH   SOLE   8,342 0 0
TELEFLEX INC COM 879369106 32,018 125,569 SH   SOLE   125,569 0 0
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TEMPLETON COM 880198106 1,385 216,763 SH   DFND 1 216,763 0 0
TEMPLETON COM 880198106 1,160 181,534 SH   SOLE   181,534 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 475 10,488 SH   SOLE   10,488 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 445 18,348 SH   SOLE   18,348 0 0
TENNANT CO COM 880345103 782 11,544 SH   SOLE   11,544 0 0
TERADATA CORP COM 88076W103 43,086 1,086,119 SH   SOLE   1,086,119 0 0
TERADATA CORP COM 88076W103 35,303 889,925 SH   DFND 1 889,925 0 0
TERADYNE INC COM 880770102 32,224 704,962 SH   DFND 1 704,962 0 0
TERADYNE INC COM 880770102 40,369 883,151 SH   SOLE   883,151 0 0
TEREX CORP COM 880779103 6,809 182,000 SH   DFND 1 182,000 0 0
TEREX CORP COM 880779103 11,046 295,274 SH   SOLE   295,274 0 0
TERRITORIAL BANCORP INC COM 88145X108 271 9,153 SH   DFND 1 9,153 0 0
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TEVA PHARMACEUTICAL INDUSTRIES SPONSORED ADR 881624209 572 33,484 SH   SOLE   33,484 0 0
TETRA TECHNOLOGIES, INC. COM 88162F105 317 84,440 SH   SOLE   84,440 0 0
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TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,008 11,207 SH   SOLE   11,207 0 0
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3M CO COM 88579Y101 5,710 26,012 SH   SOLE   26,012 0 0
3M CO COM 88579Y101 1,004 4,570 SH   DFND 3 4,570 0 0
TIFFANY & CO COM 886547108 416 4,261 SH   SOLE   4,261 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 134 22,257 SH   SOLE   22,257 0 0
TIME WARNER INC COM NEW 887317303 3,073 32,493 SH   SOLE   32,493 0 0
TIMKEN CO COM 887389104 706 15,474 SH   SOLE   15,474 0 0
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21ST CENTURY FOX INC CL A 90130A101 1,614 43,987 SH   SOLE   43,987 0 0
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UGI CORP COM 902681105 23,319 524,961 SH   SOLE   524,961 0 0
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US BANCORP COM NEW 902973304 18,754 371,363 SH   SOLE   371,363 0 0
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UMPQUA HOLDINGS CORP COM 904214103 1,068 49,863 SH   SOLE   49,863 0 0
UNIFI INC. COM NEW 904677200 398 10,975 SH   SOLE   10,975 0 0
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UNIT CORP COM 909218109 1,752 88,668 SH   DFND 1 88,668 0 0
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UNITED RENTALS INC COM 911363109 6,781 39,255 SH   DFND 1 39,255 0 0
UNITED RENTALS INC COM 911363109 20,334 117,719 SH   SOLE   117,719 0 0
US FOODS HOLDING CORP COM 912008109 5,198 158,629 SH   DFND 1 158,629 0 0
US FOODS HOLDING CORP COM 912008109 17,743 541,428 SH   SOLE   541,428 0 0
UNITED STATES STEEL CORP COM 912909108 223 6,340 SH   DFND 1 6,340 0 0
UNITED STATES STEEL CORP COM 912909108 2,159 61,343 SH   SOLE   61,343 0 0
UNITED TECHNOLOGIES CORP COM 913017109 25,889 205,760 SH   DFND 1 205,760 0 0
UNITED TECHNOLOGIES CORP COM 913017109 76,159 605,300 SH   SOLE   605,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 379 3,013 SH   DFND 3 2,913 0 100
UNITED THERAPEUTICS CORP. COM 91307C102 1,107 9,852 SH   SOLE   9,852 0 0
UNITEDHEALTH GROUP INC COM 91324P102 98,346 459,560 SH   DFND 1 459,560 0 0
UNITEDHEALTH GROUP INC COM 91324P102 255,935 1,195,956 SH   SOLE   1,195,956 0 0
UNITEDHEALTH GROUP INC COM 91324P102 483 2,254 SH   DFND 3 2,254 0 0
UNITIL CORP COM 913259107 552 11,895 SH   SOLE   11,895 0 0
UNITI GROUP INC COM 91325V108 1,692 104,136 SH   SOLE   104,136 0 0
UNIVAR INC COM 91336L107 8,557 308,360 SH   DFND 1 308,360 0 0
UNIVAR INC COM 91336L107 12,846 462,910 SH   SOLE   462,910 0 0
UNIVERSAL CORP COM 913456109 785 16,185 SH   SOLE   16,185 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 479 9,201 SH   SOLE   9,201 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1,337 41,190 SH   SOLE   41,190 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 752 12,516 SH   SOLE   12,516 0 0
UNIVERSAL INSURANCE HOLDINGS I COM 91359V107 694 21,770 SH   SOLE   21,770 0 0
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 2,050 96,929 SH   SOLE   96,929 0 0
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 609 28,779 SH   DFND 1 28,779 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 31,009 261,879 SH   DFND 1 261,879 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 41,802 353,030 SH   SOLE   353,030 0 0
UNUM GROUP COM 91529Y106 1,316 27,638 SH   DFND 1 27,638 0 0
UNUM GROUP COM 91529Y106 4,720 99,133 SH   SOLE   99,133 0 0
URBAN OUTFITTERS INC COM 917047102 673 18,217 SH   SOLE   18,217 0 0
URBAN EDGE PROPERTIES COM 91704F104 1,761 82,468 SH   SOLE   82,468 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 5,306 274,934 SH   SOLE   274,934 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 1,379 71,451 SH   DFND 1 71,451 0 0
US ECOLOGY INC COM 91732J102 749 14,054 SH   SOLE   14,054 0 0
VF CORPORATION COM 918204108 9,004 121,484 SH   SOLE   121,484 0 0
VF CORPORATION COM 918204108 2,751 37,116 SH   DFND 1 37,116 0 0
V F CORP COM 918204108 264 3,565 SH   DFND 3 3,565 0 0
VAIL RESORTS INC COM 91879Q109 2,794 12,601 SH   DFND 1 12,601 0 0
VAIL RESORTS INC COM 91879Q109 6,948 31,341 SH   SOLE   31,341 0 0
VALERO ENERGY CORP COM 91913Y100 1,694 18,261 SH   SOLE   18,261 0 0
VALLEY NATIONAL BANCORP COM 919794107 743 59,653 SH   SOLE   59,653 0 0
VALMOUNT INDUSTRIES INC COM 920253101 7,017 47,962 SH   DFND 1 47,962 0 0
VALMOUNT INDUSTRIES INC COM 920253101 11,293 77,194 SH   SOLE   77,194 0 0
VALVOLINE INC COM 92047W101 315 14,233 SH   DFND 1 14,233 0 0
VALVOLINE INC COM 92047W101 1,502 67,885 SH   SOLE   67,885 0 0
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 209 9,068 SH   DFND 3 8,818 0 250
VANECK VECTORS OIL SVCS ETF 92189F718 3,734 156,420 SH   DFND 1 156,420 0 0
VANECK VECTORS OIL SVCS ETF 92189F718 5,608 234,930 SH   SOLE   234,930 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 7,489 95,476 SH   DFND 3 88,629 0 6,847
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 653 8,167 SH   DFND 3 8,167 0 0
VANGUARD FTSE DEV MKT ETF 921943858 5,163 116,672 SH   SOLE   116,672 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 360 8,143 SH   DFND 2 0 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 53,570 1,210,604 SH   DFND 3 1,192,957 0 17,647
VANGUARD HIGH DIV YLD 921946406 2,062 25,000 SH   SOLE   25,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,127 23,987 SH   DFND 3 23,633 0 354
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 335 4,590 SH   DFND 3 4,590 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 202,720 3,486,164 SH   DFND 3 3,223,385 0 262,779
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 812 13,964 SH   DFND 4 13,964 0 0
VANGUARD SHRT TRM CORP BD 92206C409 15,513 197,795 SH   DFND 1 197,795 0 0
VANGUARD SHRT TRM CORP BD 92206C409 36,599 466,645 SH   SOLE   466,645 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 21,853 278,637 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 4,708 60,034 SH   DFND 3 59,491 0 543
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 280,408 4,452,339 SH   DFND 3 4,171,319 0 281,019
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 696 11,054 SH   DFND 4 11,054 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 36,668 432,199 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 18,113 213,493 SH   DFND 3 205,345 0 8,148
VAREX IMAGING CORP COM 92214X106 909 25,411 SH   SOLE   25,411 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 469 3,823 SH   SOLE   3,823 0 0
VASCO DATA SECURITY INTL COM 92230Y104 590 45,548 SH   SOLE   45,548 0 0
VECTREN CORP COM 92240G101 1,202 18,799 SH   SOLE   18,799 0 0
VEECO INSTRUMENTS INC COM 922417100 534 31,400 SH   SOLE   31,400 0 0
VECTRUS INC COM 92242T101 925 24,831 SH   DFND 1 24,831 0 0
VECTRUS INC COM 92242T101 3,112 83,572 SH   SOLE   83,572 0 0
VEEVA SYSTEMS INC CL A COM 922475108 4,448 60,910 SH   DFND 1 60,910 0 0
VEEVA SYSTEMS INC CL A COM 922475108 11,053 151,374 SH   SOLE   151,374 0 0
VENTAS INC COM 92276F100 1,013 20,450 SH   DFND 1 20,450 0 0
VENTAS INC COM 92276F100 9,727 196,393 SH   SOLE   196,393 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 28,447 117,514 SH   DFND 3 110,743 0 6,771
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 2,954 39,148 SH   DFND 3 35,957 0 3,191
VANGUARD INDEX FDS SM CP VAL ETF 922908611 233 1,802 SH   DFND 3 1,802 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 207 1,708 SH   DFND 3 1,708 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 6,504 58,297 SH   DFND 3 54,492 0 3,805
VANGUARD INDEX FDS GROWTH ETF 922908736 13,891 97,904 SH   DFND 3 96,354 0 1,550
VANGUARD INDEX FDS VALUE ETF 922908744 11,344 109,944 SH   DFND 3 109,521 0 423
VANGUARD INDEX FDS SMALL CP ETF 922908751 402 2,735 SH   DFND 3 2,623 0 112
VANGUARD INDEX FDS TOTAL STK MKT 922908769 5,191 38,247 SH   DFND 3 37,725 0 522
VERA BRADLEY INC COM 92335C106 130 12,283 SH   SOLE   12,283 0 0
VEREIT INC COM 92339V100 485 69,734 SH   SOLE   69,734 0 0
VERIFONE SYSTEMS INC COM 92342Y109 390 25,358 SH   SOLE   25,358 0 0
VERISIGN INC COM 92343E102 419 3,537 SH   SOLE   3,537 0 0
VERIZON COMMUNICATIONS COM 92343V104 28,874 603,801 SH   DFND 1 603,801 0 0
VERIZON COMMUNICATIONS COM 92343V104 96,139 2,010,433 SH   SOLE   2,010,433 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 799 16,705 SH   DFND 3 16,705 0 0
VERINT SYSTEMS INC COM 92343X100 1,662 39,006 SH   DFND 1 39,006 0 0
VERINT SYSTEMS INC COM 92343X100 5,485 128,753 SH   SOLE   128,753 0 0
VERINT SYSTEMS INC NOTE 1.500% 6/0 92343XAA8 12,900 13,251,000 SH   SOLE   13,251,000 0 0
VERITIV CORP COM 923454102 279 7,108 SH   SOLE   7,108 0 0
VERISK ANALYTICS INC COM 92345Y106 31,488 302,765 SH   DFND 1 302,765 0 0
VERISK ANALYTICS INC COM 92345Y106 44,757 430,356 SH   SOLE   430,356 0 0
VERSO CORP CL A 92531L207 2,126 126,266 SH   DFND 1 126,266 0 0
VERSO CORP CL A 92531L207 5,569 330,680 SH   SOLE   330,680 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,104 74,265 SH   SOLE   74,265 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,563 21,863 SH   DFND 1 21,863 0 0
VERSUM MATERIALS INC COM 92532W103 928 24,654 SH   SOLE   24,654 0 0
VIAD CORP COM NEW 92552R406 689 13,133 SH   SOLE   13,133 0 0
VIASAT INC COM 92552V100 807 12,280 SH   SOLE   12,280 0 0
VIACOM INC CL B 92553P201 457 14,724 SH   SOLE   14,724 0 0
VIAVI SOLUTIONS INC COM 925550105 1,478 152,015 SH   SOLE   152,015 0 0
VICOR CORP COM 925815102 303 10,600 SH   SOLE   10,600 0 0
VISA INC COM CL A 92826C839 85,669 716,175 SH   DFND 1 716,175 0 0
VISA INC COM CL A 92826C839 238,805 1,996,366 SH   SOLE   1,996,366 0 0
VIRTUSA CORP COM 92827P102 15,925 328,631 SH   DFND 1 328,631 0 0
VIRTUSA CORP COM 92827P102 27,931 576,369 SH   SOLE   576,369 0 0
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 572 4,617 SH   SOLE   4,617 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,411 75,865 SH   SOLE   75,865 0 0
VISTA OUTDOOR INC COM 928377100 602 36,883 SH   SOLE   36,883 0 0
VITAMIN SHOPPE INC COM 92849E101 67 15,345 SH   SOLE   15,345 0 0
VONAGE HOLDINGS CORP COM 92886T201 1,492 140,090 SH   SOLE   140,090 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 8,009 119,006 SH   SOLE   119,006 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 953 14,160 SH   DFND 1 14,160 0 0
VOYA FUNDS COM 92912T100 96 13,105 SH   DFND 1 13,105 0 0
VOYA FUNDS COM 92912T100 96 13,105 SH   SOLE   13,105 0 0
VULCAN MATERIALS CO COM 929160109 630 5,520 SH   SOLE   5,520 0 0
W&T OFFSHORE INC COM 92922P106 75 16,842 SH   DFND 1 16,842 0 0
W&T OFFSHORE INC COM 92922P106 251 56,673 SH   SOLE   56,673 0 0
WD-40 CO COM 929236107 1,236 9,386 SH   SOLE   9,386 0 0
WGL HOLDINGS INC COM 92924F106 972 11,625 SH   SOLE   11,625 0 0
WABCO HOLDINGS INC COM 92927K102 42,660 318,667 SH   DFND 1 318,667 0 0
WABCO HOLDINGS INC COM 92927K102 53,413 398,991 SH   SOLE   398,991 0 0
WSFS FINANCIAL CORP COM 929328102 7,169 149,664 SH   SOLE   149,664 0 0
WSFS FINANCIAL CORP COM 929328102 2,149 44,866 SH   DFND 1 44,866 0 0
WP CAREY INC COM 92936U109 214 3,450 SH   SOLE   3,450 0 0
WEC ENERGY GROUP INC COM 92939U106 955 15,236 SH   SOLE   15,236 0 0
WABASH NATIONAL CORP COM 929566107 793 38,129 SH   SOLE   38,129 0 0
WABTEC CORP COM 929740108 1,576 19,367 SH   SOLE   19,367 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 1,131 55,970 SH   SOLE   55,970 0 0
WAGEWORKS INC COM 930427109 2,640 58,398 SH   DFND 1 58,398 0 0
WAGEWORKS INC COM 930427109 7,738 171,199 SH   SOLE   171,199 0 0
WALMART INC COM 931142103 21,351 239,980 SH   DFND 1 239,980 0 0
WALMART INC COM 931142103 69,365 779,646 SH   SOLE   779,646 0 0
WALMART INC COM 931142103 739 8,313 SH   DFND 3 8,313 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,372 36,233 SH   SOLE   36,233 0 0
WALKER & DUNLOP INC COM 93148P102 1,086 18,280 SH   SOLE   18,280 0 0
WASHINGTON FEDERAL INC COM 938824109 683 19,727 SH   SOLE   19,727 0 0
WASHINGTON PRIME GROUP INC COM 93964W108 69 10,400 SH   DFND 1 10,400 0 0
WASHINGTON PRIME GROUP INC COM 93964W108 836 125,344 SH   SOLE   125,344 0 0
WASHINGTON REIT SH BEN INT 939653101 260 9,515 SH   SOLE   9,515 0 0
WASHINGTON TRUST BANCORP INC COM 940610108 843 15,686 SH   DFND 1 15,686 0 0
WASHINGTON TRUST BANCORP INC COM 940610108 2,912 54,175 SH   SOLE   54,175 0 0
WASTE CONNECTIONS INC COM 94106B101 14,795 206,232 SH   DFND 1 206,232 0 0
WASTE CONNECTIONS INC COM 94106B101 43,648 608,414 SH   SOLE   608,414 0 0
WASTE MANAGEMENT INC COM 94106L109 17,698 210,391 SH   SOLE   210,391 0 0
WATERS CORP COM 941848103 27,418 138,021 SH   DFND 1 138,021 0 0
WATERS CORP COM 941848103 33,906 170,680 SH   SOLE   170,680 0 0
WATSCO INC. COM 942622200 2,001 11,056 SH   DFND 1 11,056 0 0
WATSCO INC. COM 942622200 6,344 35,054 SH   SOLE   35,054 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,448 18,633 SH   SOLE   18,633 0 0
WEBSTER FINANCIAL CORP COM 947890109 1,153 20,816 SH   SOLE   20,816 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 2,666 94,946 SH   SOLE   94,946 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,956 10,102 SH   SOLE   10,102 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 148 49,000 SH   DFND 1 49,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 12,340 4,097,000 SH   SOLE   4,097,000 0 0
WELLS FARGO & COMPANY COM 949746101 2,421 46,202 SH   DFND 1 46,202 0 0
WELLS FARGO & COMPANY COM 949746101 21,371 407,774 SH   SOLE   407,774 0 0
WELLS FARGO CO NEW COM 949746101 1,149 21,910 SH   DFND 3 10,550 0 11,360
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 29,012 22,630 SH   SOLE   22,630 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 7,429 5,795 SH   DFND 1 5,795 0 0
WELLTOWER INC COM 95040Q104 1,145 21,033 SH   DFND 1 21,033 0 0
WELLTOWER INC COM 95040Q104 11,467 210,670 SH   SOLE   210,670 0 0
WENDY'S COMPANY COM 95058W100 722 41,145 SH   SOLE   41,145 0 0
WERNER ENTERPRISES INC COM 950755108 368 10,089 SH   SOLE   10,089 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 4,264 48,294 SH   DFND 1 48,294 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 7,922 89,726 SH   SOLE   89,726 0 0
WESTAMERICA BANCOPORATION COM 957090103 1,039 17,885 SH   SOLE   17,885 0 0
WESTAR ENERGY INC COM 95709T100 1,699 32,298 SH   SOLE   32,298 0 0
WESTERN ALLIANCE BANCORP COM 957638109 21,440 368,961 SH   SOLE   368,961 0 0
WESTERN ALLIANCE BANCORP COM 957638109 6,329 108,918 SH   DFND 1 108,918 0 0
WESTERN ASSET COM 95766A101 1,455 100,120 SH   DFND 1 100,120 0 0
WESTERN ASSET COM 95766A101 987 67,895 SH   SOLE   67,895 0 0
WESTERN ASSET COM 95766J102 77 11,747 SH   DFND 1 11,747 0 0
WESTERN ASSET COM 95766J102 267 40,762 SH   SOLE   40,762 0 0
WESTERN ASSET COM 95766K109 824 171,211 SH   DFND 1 171,211 0 0
WESTERN ASSET COM 95766K109 711 147,858 SH   SOLE   147,858 0 0
WESTERN ASSET MORTGAGE CAPITAL COM 95790D105 1,435 148,042 SH   SOLE   148,042 0 0
WESTERN ASSET MORTGAGE CAPITAL COM 95790D105 428 44,133 SH   DFND 1 44,133 0 0
WESTERN DIGITAL CORP COM 958102105 1,139 12,344 SH   SOLE   12,344 0 0
WESTERN UNION CO COM 959802109 369 19,168 SH   SOLE   19,168 0 0
WESTROCK CO COM 96145D105 33,651 524,405 SH   DFND 1 524,405 0 0
WESTROCK CO COM 96145D105 58,517 911,912 SH   SOLE   911,912 0 0
WEX, INC. COM 96208T104 1,421 9,072 SH   SOLE   9,072 0 0
WEYERHAEUSER CO COM 962166104 4,120 117,716 SH   DFND 1 117,716 0 0
WEYERHAEUSER CO COM 962166104 21,218 606,235 SH   SOLE   606,235 0 0
WHIRLPOOL CORP COM 963320106 24,639 160,925 SH   DFND 1 160,925 0 0
WHIRLPOOL CORP COM 963320106 29,810 194,699 SH   SOLE   194,699 0 0
WHITESTONE REIT COM 966084204 360 34,679 SH   SOLE   34,679 0 0
WHITING PETROLEUM CORP NOTE 1.250% 4/0 966387AL6 19,685 20,914,000 SH   SOLE   20,914,000 0 0
WHITING PETROLEUM CORP NOTE 1.250% 4/0 966387AL6 867 921,000 SH   DFND 1 921,000 0 0
JOHN WILEY & SONS INC CL A 968223206 642 10,080 SH   SOLE   10,080 0 0
WILLDAN GROUP INC COM 96924N100 2,288 80,718 SH   DFND 1 80,718 0 0
WILLDAN GROUP INC COM 96924N100 5,706 201,272 SH   SOLE   201,272 0 0
WILLIAMS COS INC COM 969457100 1,560 62,765 SH   DFND 1 62,765 0 0
WILLIAMS COS INC COM 969457100 2,087 83,968 SH   SOLE   83,968 0 0
WILLIAMS-SONOMA INC. COM 969904101 935 17,728 SH   SOLE   17,728 0 0
WINGSTOP INC COM 974155103 8,011 169,616 SH   SOLE   169,616 0 0
WINGSTOP INC COM 974155103 2,842 60,167 SH   DFND 1 60,167 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 729 19,391 SH   SOLE   19,391 0 0
WINTRUST FINANCIAL CORP COM 97650W108 7,110 82,625 SH   SOLE   82,625 0 0
WINTRUST FINANCIAL CORP COM 97650W108 1,831 21,280 SH   DFND 1 21,280 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 682 74,423 SH   SOLE   74,423 0 0
WISDOMTREE TR GLB HIGH DIV FD 97717W877 5,540 119,057 PRN   DFND 2 0 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,868 64,643 SH   SOLE   64,643 0 0
WOODWARD INC COM 980745103 893 12,463 SH   SOLE   12,463 0 0
WORLD ACCEPTANCE CORP COM 981419104 432 4,101 SH   SOLE   4,101 0 0
WORLD FUEL SERVICES CORP COM 981475106 376 15,320 SH   SOLE   15,320 0 0
WORLD WRESTLING ENTERTAIN CL A 98156Q108 970 26,932 SH   SOLE   26,932 0 0
WORTHINGTON INDUSTIES COM 981811102 436 10,162 SH   SOLE   10,162 0 0
WPX ENERGY INC COM 98212B103 36,327 2,457,852 SH   DFND 1 2,457,852 0 0
WPX ENERGY INC COM 98212B103 49,887 3,375,325 SH   SOLE   3,375,325 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 484 4,228 SH   SOLE   4,228 0 0
WYNN RESORTS LTD COM 983134107 610 3,345 SH   SOLE   3,345 0 0
XO GROUP INC COM 983772104 432 20,817 SH   DFND 1 20,817 0 0
XO GROUP INC COM 983772104 2,023 97,477 SH   SOLE   97,477 0 0
XCEL ENERGY INC COM 98389B100 1,136 24,986 SH   SOLE   24,986 0 0
XILINX INC COM 983919101 21,048 291,369 SH   DFND 1 291,369 0 0
XILINX INC COM 983919101 61,636 853,205 SH   SOLE   853,205 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,592 80,721 SH   SOLE   80,721 0 0
XENIA HOTELS & RESORTS INC COM 984017103 490 24,835 SH   DFND 1 24,835 0 0
XEROX CORP COM NEW 984121608 256 8,909 SH   SOLE   8,909 0 0
XYLEM INC COM 98419M100 577 7,495 SH   SOLE   7,495 0 0
XPERI CORP COM 98421B100 676 31,956 SH   SOLE   31,956 0 0
ALTABA INC NOTE 12/0 984332AF3 24,910 17,825,000 SH   SOLE   17,825,000 0 0
YUM! BRANDS INC COM 988498101 1,197 14,064 SH   SOLE   14,064 0 0
YUM BRANDS INC COM 988498101 719 8,438 SH   DFND 3 8,438 0 0
YUM CHINA HLDGS INC COM 98850P109 346 8,333 SH   DFND 3 8,333 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,521 44,518 SH   DFND 1 44,518 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 2,339 68,482 SH   SOLE   68,482 0 0
ZEBRA TECHNOLOGIES CORP. CL A 989207105 1,683 12,094 SH   SOLE   12,094 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 921 8,449 SH   SOLE   8,449 0 0
ZIONS BANCORPORATION COM 989701107 141,269 2,679,106 SH   SOLE   2,679,106 0 0
ZIONS BANCORPORATION COM 989701107 99,542 1,887,769 SH   DFND 1 1,887,769 0 0
ZIX CORP COM 98974P100 1,646 385,485 SH   SOLE   385,485 0 0
ZIX CORP COM 98974P100 430 100,804 SH   DFND 1 100,804 0 0
ZOETIS INC CL A 98978V103 7,082 84,810 SH   DFND 1 84,810 0 0
ZOETIS INC CL A 98978V103 26,025 311,635 SH   SOLE   311,635 0 0
ZOETIS INC CL A 98978V103 506 6,058 SH   DFND 3 6,058 0 0
ZOE'S KITCHEN INC COM 98979J109 2,953 204,525 SH   DFND 1 204,525 0 0
ZOE'S KITCHEN INC COM 98979J109 5,586 386,855 SH   SOLE   386,855 0 0
ZUMIEZ INC COM 989817101 3,726 155,890 SH   DFND 1 155,890 0 0
ZUMIEZ INC COM 989817101 5,960 249,387 SH   SOLE   249,387 0 0